On randomized trace estimates for indefinite matrices with an application to determinants
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Publication:2671299
DOI10.1007/s10208-021-09525-9zbMath1493.65009arXiv2005.10009OpenAlexW3181585912MaRDI QIDQ2671299
Alice Cortinovis, Daniel Kressner
Publication date: 3 June 2022
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.10009
Inequalities; stochastic orderings (60E15) Monte Carlo methods (65C05) Numerical computation of determinants (65F40) Randomized algorithms (68W20) Numerical computation of matrix exponential and similar matrix functions (65F60)
Related Items (11)
Improved Variants of the Hutch++ Algorithm for Trace Estimation ⋮ A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix ⋮ The Short-Term Rational Lanczos Method and Applications ⋮ A FEAST SVDsolver based on Chebyshev-Jackson series for computing partial singular triplets of large matrices ⋮ Estimating the trace of matrix functions with application to complex networks ⋮ Krylov-Aware Stochastic Trace Estimation ⋮ Computation of the von Neumann entropy of large matrices via trace estimators and rational Krylov methods ⋮ An Edge Centrality Measure Based on the Kemeny Constant ⋮ Randomized Low-Rank Approximation of Monotone Matrix Functions ⋮ An Augmented Matrix-Based CJ-FEAST SVDsolver for Computing a Partial Singular Value Decomposition with the Singular Values in a Given Interval ⋮ Numerical solution of a class of quasi-linear matrix equations
Uses Software
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