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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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