Estimates of the trace of the inverse of a symmetric matrix using the modified Chebyshev algorithm

DOI10.1007/s11075-008-9246-zzbMath1166.65335OpenAlexW2078685623MaRDI QIDQ1027794

Gérard A. Meurant

Publication date: 30 June 2009

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-008-9246-z

zbMATH Keywords

traceinverseChebyshev algorithm

Mathematics Subject Classification ID

Related Items (10)

Note on bounds for eigenvalues using traces ⋮ Fast Sampling in a Linear-Gaussian Inverse Problem ⋮ Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse ⋮ The Short-Term Rational Lanczos Method and Applications ⋮ A literature survey of matrix methods for data science ⋮ The extended global Lanczos method, Gauss-Radau quadrature, and matrix function approximation ⋮ Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides ⋮ Quadrature rule-based bounds for functions of adjacency matrices ⋮ Moments of a linear operator, with applications to the trace of the inverse of matrices and the solution of equations ⋮ Bounding matrix functionals via partial global block Lanczos decomposition

Uses Software

• OPQ

Cites Work

• Modified moments and Gaussian quadratures
• An algorithm for Gaussian quadrature given modified moments
• Some large-scale matrix computation problems
• A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
• Calculation of Gauss Quadrature Rules
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