ContHutch++: stochastic trace estimation for implicit integral operators
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Cites work
- A multilevel approach to stochastic trace estimation
- A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix
- A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
- An alternative approach to (the teaching of) rank, basis, and dimension
- Approximating spectral densities of large matrices
- Computing Spectral Measures of Self-Adjoint Operators
- Computing spectral properties of topological insulators without artificial truncation or supercell approximation
- Continuous analogues of matrix factorizations
- Distinguishing correct from incorrect PML proposals and a corrected unsplit PML for anisotropic, dispersive media
- Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature
- Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
- Finite-size effects in response functions of molecular systems
- scientific article; zbMATH DE number 1226426 (Why is no real title available?)
- scientific article; zbMATH DE number 1012640 (Why is no real title available?)
- Hutch++: Optimal Stochastic Trace Estimation
- Improved bounds on sample size for implicit matrix trace estimators
- Improved Variants of the Hutch++ Algorithm for Trace Estimation
- Kernels of Trace Class Operators
- Krylov-Aware Stochastic Trace Estimation
- Learning elliptic partial differential equations with randomized linear algebra
- On randomized trace estimates for indefinite matrices with an application to determinants
- Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
- Randomized estimation of spectral densities of large matrices made accurate
- The eigen-values and singular values of integral equations.
- The kernel polynomial method
- XT<scp>race</scp>: Making the Most of Every Sample in Stochastic Trace Estimation
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