An analysis on stochastic Lanczos quadrature with asymmetric quadrature nodes
arXiv2307.00847MaRDI QIDQ6442375
Andrew J. Wathen, Yixuan Huang, Wen-Hao Li, Zongyuan Han, Sheng-Xin Zhu
Publication date: 3 July 2023
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Monte Carlo methods (65C05) Modes of computation (nondeterministic, parallel, interactive, probabilistic, etc.) (68Q10) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20) Error analysis and interval analysis (65G99) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87) Numerical computation of matrix exponential and similar matrix functions (65F60)
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