Norm and Trace Estimation with Random Rank-one Vectors

DOI10.1137/20M1331718zbMath1459.65053arXiv2004.06433MaRDI QIDQ5150838

Zvonimir Bujanović, Daniel Kressner

Publication date: 15 February 2021

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.06433

zbMATH Keywords

rank-one vectorstrace of a matrixstochastic estimatornorm of a matrix

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (4)

Improved Variants of the Hutch++ Algorithm for Trace Estimation ⋮ Estimating the trace of matrix functions with application to complex networks ⋮ Probabilistic error estimation for non-intrusive reduced models learned from data of systems governed by linear parabolic partial differential equations ⋮ Unsupervised knowledge-transfer for learned image reconstruction*

Uses Software

• SparseMatrix
• mctoolbox
• TensorToolbox.jl
• Hutch++

Cites Work

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