Randomized block Krylov subspace methods for trace and log-determinant estimators
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Publication:2045172
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Cites work
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- scientific article; zbMATH DE number 1058089 (Why is no real title available?)
- scientific article; zbMATH DE number 6125590 (Why is no real title available?)
- A matrix-free approach for solving the parametric Gaussian process maximum likelihood problem
- A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix
- A randomized blocked algorithm for efficiently computing rank-revealing factorizations of matrices
- A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
- Accuracy and Stability of Numerical Algorithms
- Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression
- Approximating spectral sums of large-scale matrices using stochastic Chebyshev approximations
- Chebyshev approximation of log-determinants of spatial weight matrices
- Convergence of the block Lanczos method for eigenvalue clusters
- Efficient randomized algorithms for the fixed-precision low-rank matrix approximation
- Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
- Improved analysis of the subsampled randomized Hadamard transform
- Improved bounds on sample size for implicit matrix trace estimators
- Improved matrix algorithms via the subsampled randomized Hadamard transform
- Log-det approximation based on uniformly distributed seeds and its application to Gaussian process regression
- Matrix decompositions using sub-Gaussian random matrices
- Monte Carlo estimates of the log determinant of large sparse matrices
- Numerical methods for experimental design of large-scale linear ill-posed inverse problems
- Numerical methods for large eigenvalue problems
- Parameter estimation in high dimensional Gaussian distributions
- Randomized LU decomposition using sparse projections
- Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
- Randomized estimation of spectral densities of large matrices made accurate
- Randomized matrix-free trace and log-determinant estimators
- Schur complements and statistics
- Single-pass randomized algorithms for LU decomposition
- Structural Convergence Results for Approximation of Dominant Subspaces from Block Krylov Spaces
- Subspace Iteration Randomization and Singular Value Problems
Cited in
(12)- Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\)
- Randomized block Krylov methods for approximating extreme eigenvalues
- SVD-based algorithms for fully-connected tensor network decomposition
- Computation of the von Neumann entropy of large matrices via trace estimators and rational Krylov methods
- Randomized matrix-free trace and log-determinant estimators
- Krylov-Aware Stochastic Trace Estimation
- On randomized trace estimates for indefinite matrices with an application to determinants
- Randomized Low-Rank Approximation of Monotone Matrix Functions
- Monte Carlo estimators for the Schatten \(p\)-norm of symmetric positive semidefinite matrices
- Randomized block Krylov space methods for trace and log-determinant estimators
- Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
- A multilevel approach to stochastic trace estimation
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