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

DOI10.1002/NLA.2170MaRDI QIDQ4558712zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

confidence intervalerror estimatematrix functionLanczos methodmatrix trace

Mathematics Subject Classification ID

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

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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
• A Posteriori Error Estimate for Computing $\mathrm{tr}(f(A))$ by Using the Lanczos Method
• Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature

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