A posteriori error estimate for computing tr(f(A)) by using the Lanczos method.

DOI10.1002/NLA.2170OpenAlexW2964114051MaRDI QIDQ4558712FDOQ4558712

Authors: Jie Chen, Y. Saad 

Publication date: 29 November 2018

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.04928

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zbMATH Keywords

confidence intervalerror estimatematrix functionLanczos methodmatrix trace

Mathematics Subject Classification ID

Numerical computation of matrix exponential and similar matrix functions (65F60)

Cited In (6)

• A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix
• A posteriori error estimator for Lanczos--Chebyshev reduction method
• Computing trace of function of matrix
• The short-term rational Lanczos method and applications
• Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature
• A Posteriori Error Estimate for Computing $\mathrm{tr}(f(A))$ by Using the Lanczos Method

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