Computation of the von Neumann entropy of large matrices via trace estimators and rational Krylov methods

DOI10.1007/S00211-023-01368-6MaRDI QIDQ6153360zbMATH OpenFDO

Authors Michele Benzi, Michele Rinelli, Igor Simunec

Publication date 19 March 2024

Published in Numerische Mathematik (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2212.09642

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Abstract: We consider the problem of approximating the von Neumann entropy of a large, sparse, symmetric positive semidefinite matrix $A$, defined as $operatornametr(f(A))$ where $f(x)=-xlogx$. After establishing some useful properties of this matrix function, we consider the use of both polynomial and rational Krylov subspace algorithms within two types of approximations methods, namely, randomized trace estimators and probing techniques based on graph colorings. We develop error bounds and heuristics which are employed in the implementation of the algorithms. Numerical experiments on density matrices of different types of networks illustrate the performance of the methods.

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Cited in

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• Analysis of stochastic probing methods for estimating the trace of functions of sparse symmetric matrices

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