Hutch++

swMATH43138MaRDI QIDQ1351324

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Source code repository: https://github.com/davpersson/a-hutch-

Described by source

• Improved Variants of the Hutch++ Algorithm for Trace Estimation

Related Items (6)

On randomized trace estimates for indefinite matrices with an application to determinants ⋮ A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix ⋮ The Short-Term Rational Lanczos Method and Applications ⋮ Norm and Trace Estimation with Random Rank-one Vectors ⋮ Analysis of Probing Techniques for Sparse Approximation and Trace Estimation of Decaying Matrix Functions ⋮ A multilevel approach to stochastic trace estimation

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