Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature
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Publication:4588935
DOI10.1137/16M1104974zbMath1386.65125OpenAlexW2764280570MaRDI QIDQ4588935
Shashanka Ubaru, Yousef Saad, Jie Chen
Publication date: 6 November 2017
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1104974
Gaussian processesLanczos algorithmSchatten normstrace estimationlog-determinantsfast approximate algorithms
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