Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix (Q5885812)
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scientific article; zbMATH DE number 7669859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix |
scientific article; zbMATH DE number 7669859 |
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Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix (English)
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30 March 2023
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concentration inequalities
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Monte Carlo methods
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relative error
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Rademacher random vectors
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Gaussian random vectors
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