A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix (Q5097607)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix |
scientific article; zbMATH DE number 7575893
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix |
scientific article; zbMATH DE number 7575893 |
Statements
A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix (English)
0 references
25 August 2022
0 references
multilevel Monte Carlo
0 references
trace
0 references
variance reduction
0 references
sparse matrices
0 references
algebraic multigrid
0 references
Hutchinson's method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.92029244
0 references
0.8763175
0 references
0.8654297
0 references
0.8598461
0 references
0.85646474
0 references
0.8529427
0 references
0.8528941
0 references
