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