How Accurately Should I Compute Implicit Matrix-Vector Products When Applying the Hutchinson Trace Estimator?
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Publication:2831087
DOI10.1137/15M1051506zbMath1352.65125OpenAlexW2547245280MaRDI QIDQ2831087
Publication date: 2 November 2016
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/15m1051506
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Related Items (5)
Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse ⋮ On randomized trace estimates for indefinite matrices with an application to determinants ⋮ Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature ⋮ Approximating Spectral Sums of Large-Scale Matrices using Stochastic Chebyshev Approximations ⋮ Unnamed Item
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