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Deflation as a Method of Variance Reduction for Estimating the Trace of a Matrix Inverse - MaRDI portal

Deflation as a Method of Variance Reduction for Estimating the Trace of a Matrix Inverse (Q5738167)

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scientific article; zbMATH DE number 6724608
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Deflation as a Method of Variance Reduction for Estimating the Trace of a Matrix Inverse
scientific article; zbMATH DE number 6724608

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    Deflation as a Method of Variance Reduction for Estimating the Trace of a Matrix Inverse (English)
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    31 May 2017
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    deflation
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    random unitary matrices
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    Monte Carlo
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    trace of matrix inverse
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    Hutchinson
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    singular values
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    large, sparse matrix
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    convergence
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    variance reduction
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    lattice quantum chromodynamics
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