Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse
From MaRDI portal
Publication:1674709
DOI10.1016/j.jcp.2016.09.001zbMath1422.65069arXiv1507.07227OpenAlexW985544890MaRDI QIDQ1674709
Efstratios Gallopoulos, Jesse Laeuchli, Lingfei Wu, Vassilis Kalantzis, Andreas Stathopoulos
Publication date: 26 October 2017
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.07227
Computational methods for sparse matrices (65F50) Monte Carlo methods (65C05) Theory of matrix inversion and generalized inverses (15A09) Determinants, permanents, traces, other special matrix functions (15A15) Preconditioners for iterative methods (65F08)
Related Items
Improved Variants of the Hutch++ Algorithm for Trace Estimation, Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature, Approximating Spectral Sums of Large-Scale Matrices using Stochastic Chebyshev Approximations, Krylov-Aware Stochastic Trace Estimation, TRPL+K: Thick-Restart Preconditioned Lanczos+K Method for Large Symmetric Eigenvalue Problems, Deflation as a Method of Variance Reduction for Estimating the Trace of a Matrix Inverse, PRIMME_SVDS: A High-Performance Preconditioned SVD Solver for Accurate Large-Scale Computations, How Accurately Should I Compute Implicit Matrix-Vector Products When Applying the Hutchinson Trace Estimator?, Multigrid deflation for lattice QCD, Unnamed Item, Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\), Divide-and-Conquer Methods for Functions of Matrices with Banded or Hierarchical Low-Rank Structure
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