Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature (Q4588935)

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scientific article; zbMATH DE number 6803113
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    Fast estimation of \(\mathrm{tr}(f(A))\) 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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