Randomized block Krylov subspace methods for trace and log-determinant estimators |
| |
Authors: | Li Hanyu Zhu Yuanyang |
| |
Institution: | 1.College of Mathematics and Statistics, Chongqing University, Chongqing, 401331, People’s Republic of China ; |
| |
Abstract: | BIT Numerical Mathematics - We present randomized algorithms based on block Krylov subspace methods for estimating the trace and log-determinant of Hermitian positive semi-definite matrices. Using... |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|