Krylov-Aware Stochastic Trace Estimation
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Publication:6094742
DOI10.1137/22m1494257zbMath1525.65042arXiv2205.01736OpenAlexW4385985976MaRDI QIDQ6094742
Publication date: 14 September 2023
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.01736
spectral functionKrylov subspace methodlow-rank approximationblock-Lanczos methodHutchinson's methodquadratic trace estimation
Determinants, permanents, traces, other special matrix functions (15A15) Numerical computation of matrix exponential and similar matrix functions (65F60) Numerical methods for low-rank matrix approximation; matrix compression (65F55)
Related Items (2)
Computation of the von Neumann entropy of large matrices via trace estimators and rational Krylov methods ⋮ XT<scp>race</scp>: Making the Most of Every Sample in Stochastic Trace Estimation
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