Randomized block Krylov space methods for trace and log-determinant estimators

DOI10.1007/S10543-021-00850-7zbMath1518.65048arXiv2003.00212MaRDI QIDQ6335858

Hanyu Li, Yuanyang Zhu

Publication date: 29 February 2020

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Random matrices (probabilistic aspects) (60B20) Determinants, permanents, traces, other special matrix functions (15A15) Eigenvalues, singular values, and eigenvectors (15A18) Randomized algorithms (68W20) Numerical linear algebra (65F99)

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