Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse (Q1674709)

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Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse
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    Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse (English)
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    26 October 2017
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    matrix trace
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    Monte Carlo method
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    variance reduction
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    preconditioner
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    fitting
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    interpolation
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