Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature (Q4588935)
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scientific article; zbMATH DE number 6803113
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature |
scientific article; zbMATH DE number 6803113 |
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Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature (English)
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6 November 2017
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trace estimation
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Lanczos algorithm
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log-determinants
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fast approximate algorithms
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Schatten norms
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Gaussian processes
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