Analysis of Probing Techniques for Sparse Approximation and Trace Estimation of Decaying Matrix Functions
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Publication:3382786
DOI10.1137/20M1364461MaRDI QIDQ3382786
Claudia Schimmel, Andreas Frommer, Marcel Schweitzer
Publication date: 22 September 2021
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.01589
tracegraph coloringKrylov subspace methodmatrix functionssparse approximationsdecay boundsprobing method
Computational methods for sparse matrices (65F50) Coloring of graphs and hypergraphs (05C15) Distance in graphs (05C12) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)
Related Items (7)
Refined decay bounds on the entries of spectral projectors associated with sparse Hermitian matrices ⋮ Decay bounds for Bernstein functions of Hermitian matrices with applications to the fractional graph Laplacian ⋮ Improved Variants of the Hutch++ Algorithm for Trace Estimation ⋮ A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix ⋮ Probing for the Trace Estimation of a Permuted Matrix Inverse Corresponding to a Lattice Displacement ⋮ The Short-Term Rational Lanczos Method and Applications ⋮ Computation of the von Neumann entropy of large matrices via trace estimators and rational Krylov methods
Uses Software
Cites Work
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