Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature (Q4588935): Difference between revisions

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scientific article; zbMATH DE number 6803113
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Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature
scientific article; zbMATH DE number 6803113

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    Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature (English)
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    6 November 2017
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    trace estimation
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    Lanczos algorithm
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    log-determinants
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    fast approximate algorithms
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    Schatten norms
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    Gaussian processes
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