Computing trace of function of matrix (Q2721776)
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scientific article; zbMATH DE number 1616515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing trace of function of matrix |
scientific article; zbMATH DE number 1616515 |
Statements
10 July 2001
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quadratic form
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Lanczos procedure
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algorithm
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Monte Carlo method
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Gauss type quadrature rule
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trace function
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large scale matrices
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condition number
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Computing trace of function of matrix (English)
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The author gives a further improvement of an algorithm based on a Monte Carlo method and a Gauss type quadrature rule for computing the trace function of large scale matrices. The condition number of the problem is analyzed and the error of the algorithm is estimated. It is shown that the relative error is controllable.
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