A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix (Q2404966)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix |
scientific article |
Statements
A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix (English)
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21 September 2017
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logdeterminant approximation
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SPD matrix
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randomized algorithm
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power method
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trace estimation
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