Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides

DOI10.1007/s11075-012-9687-2zbMath1263.65009OpenAlexW2078480837MaRDI QIDQ1947188

C. Bekas, Efstratios Gallopoulos, Vassilis Kalantzis, Alessandro Curioni

Publication date: 12 April 2013

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

Full work available at URL: https://doi.org/10.1007/s11075-012-9687-2

zbMATH Keywords

algorithmnumerical experimentspreconditioningmatrix-free methodsconjugate gradientuncertainty quantificationmultiple right-hand sidesiterativestochastic estimationinverse covariance matrixblock conjugate gradientRademacher vectorsseed methodsstochastic diagonal of inverse estimator

Mathematics Subject Classification ID

Related Items (9)

Estimation of the bilinear form \(y^\ast f(A)x\) for Hermitian matrices ⋮ Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse ⋮ Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature ⋮ Approximating Spectral Sums of Large-Scale Matrices using Stochastic Chebyshev Approximations ⋮ Fast estimates for the diagonal of the inverse of large scale matrices appearing in applications ⋮ The e-MoM approach for approximating matrix functionals ⋮ How Accurately Should I Compute Implicit Matrix-Vector Products When Applying the Hutchinson Trace Estimator? ⋮ Estimating Leverage Scores via Rank Revealing Methods and Randomization ⋮ Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\)

Uses Software

• SelInv

Cites Work

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