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A Multilevel Approach to Stochastic Trace Estimation - MaRDI portal

A Multilevel Approach to Stochastic Trace Estimation

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Publication:6363209

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DOI10.1016/j.laa.2021.12.010arXiv2103.10516MaRDI QIDQ6363209

Eric Hallman, Devon Troester

Publication date: 18 March 2021

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical computation of matrix exponential and similar matrix functions (65F60)

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