Randomized block Krylov subspace methods for trace and log-determinant estimators
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Publication:2045172
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- Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression
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Cited in
(16)- Randomized block Krylov methods for approximating extreme eigenvalues
- A multilevel approach to stochastic trace estimation
- Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\)
- Randomized matrix-free trace and log-determinant estimators
- On randomized trace estimates for indefinite matrices with an application to determinants
- Monte Carlo estimators for the Schatten \(p\)-norm of symmetric positive semidefinite matrices
- Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
- Krylov-Aware Stochastic Trace Estimation
- Computation of the von Neumann entropy of large matrices via trace estimators and rational Krylov methods
- Randomized Low-Rank Approximation of Monotone Matrix Functions
- Randomized block Krylov space methods for trace and log-determinant estimators
- SVD-based algorithms for fully-connected tensor network decomposition
- Solution of large linear discrete ill-posed problems by randomized block Krylov methods
- Randomized spectral clustering for large-scale multi-layer networks
- Randomized matrix-free quadrature: unified and uniform bounds for stochastic Lanczos quadrature and the kernel polynomial method
- Algorithm-agnostic low-rank approximation of operator monotone matrix functions
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