XT<scp>race</scp>: Making the Most of Every Sample in Stochastic Trace Estimation
From MaRDI portal
Publication:6180350
DOI10.1137/23m1548323arXiv2301.07825OpenAlexW4390543341MaRDI QIDQ6180350
Joel A. Tropp, Robert J. Webber, Ethan N. Epperly
Publication date: 19 January 2024
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2301.07825
Randomized algorithms (68W20) Numerical methods for low-rank matrix approximation; matrix compression (65F55)
Cites Work
- Unnamed Item
- Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
- Randomized estimation of spectral densities of large matrices made accurate
- A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
- The many facets of the Estrada indices of graphs and networks
- An estimator for the diagonal of a matrix
- Randomized matrix-free trace and log-determinant estimators
- The university of Florida sparse matrix collection
- A fast randomized algorithm for overdetermined linear least-squares regression
- Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators
- Blendenpik: Supercharging LAPACK's Least-Squares Solver
- Algorithm 971
- A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
- Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature
- Practical Sketching Algorithms for Low-Rank Matrix Approximation
- Improved Variants of the Hutch++ Algorithm for Trace Estimation
- Functions of Matrices
- Deflation as a Method of Variance Reduction for Estimating the Trace of a Matrix Inverse
- The Theory of Unbiased Estimation
- Randomized numerical linear algebra: Foundations and algorithms
- Krylov-Aware Stochastic Trace Estimation
This page was built for publication: XT<scp>race</scp>: Making the Most of Every Sample in Stochastic Trace Estimation
