Shifted extended global Lanczos processes for trace estimation with application to network analysis

DOI10.1007/s10092-020-00395-1zbMath1470.65076OpenAlexW3124054101MaRDI QIDQ2035644

M. El Ghomari, Khalide Jbilou, Abdeslem Hafid Bentbib, Lothar Reichel

Publication date: 25 June 2021

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10092-020-00395-1

zbMATH Keywords

Gauss quadraturenetwork analysisEstrada indextrace estimationblock Lanczos processanti-Gauss quadratureextended global symmetric Lanczos processnuclear norm estimationshifted extended Krylov subspace

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (3)

An extended-rational Arnoldi method for large matrix exponential evaluations ⋮ A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix ⋮ The Short-Term Rational Lanczos Method and Applications

Uses Software

• irbleigs
• SuiteSparse
• SparseMatrix
• OPQ
• blgaussexp

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