XT<scp>race</scp>: Making the Most of Every Sample in Stochastic Trace Estimation
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Publication:6180350
DOI10.1137/23m1548323arXiv2301.07825OpenAlexW4390543341MaRDI QIDQ6180350
Joel A. Tropp, Robert J. Webber, Ethan N. Epperly
Publication date: 19 January 2024
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2301.07825
Randomized algorithms (68W20) Numerical methods for low-rank matrix approximation; matrix compression (65F55)
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