Hutch++

MaRDI QIDQ1351324swMATHFDO

Official website https://arxiv.org/abs/2109.10659

Source code repository https://github.com/davpersson/a-hutch-

Described by source

• Improved Variants of the Hutch++ Algorithm for Trace Estimation

Cited in

(13)

• A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix
• On randomized trace estimates for indefinite matrices with an application to determinants
• Krylstat
• ID
• Algorithm 971
• GPyTorch
• EdgeRewire
• Analysis of Probing Techniques for Sparse Approximation and Trace Estimation of Decaying Matrix Functions
• BesselK.jl
• The short-term rational Lanczos method and applications
• Norm and trace estimation with random rank-one vectors
• statFEM
• A multilevel approach to stochastic trace estimation

This page was built for software: Hutch++