Krylov-Aware Stochastic Trace Estimation (Q6094742)

scientific article; zbMATH DE number 7737637

Language	Label	Description	Also known as
English	Krylov-Aware Stochastic Trace Estimation	scientific article; zbMATH DE number 7737637

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instance of

scholarly article

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title

Krylov-Aware Stochastic Trace Estimation (English)

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SIAM Journal on Matrix Analysis and Applications

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publication date

14 September 2023

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full work available at URL

https://arxiv.org/abs/2205.01736

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zbMATH Keywords

spectral function

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Hutchinson's method

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quadratic trace estimation

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low-rank approximation

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block-Lanczos method

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Krylov subspace method

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MaRDI profile type

MaRDI publication profile

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cites work

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Improved Bounds for Small-Sample Estimation

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Functions of Matrices

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Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature

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The kernel polynomial method

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Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6094742