A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix (Q5097607)

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scientific article; zbMATH DE number 7575893
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A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix
scientific article; zbMATH DE number 7575893

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    A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix (English)
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    25 August 2022
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    multilevel Monte Carlo
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    trace
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    variance reduction
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    sparse matrices
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    algebraic multigrid
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    Hutchinson's method
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