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

Li, HY; Zhu, YY

Li, HY (corresponding author), Chongqing Univ, Coll Math & Stat, Chongqing 401331, Peoples R China.

BIT NUMERICAL MATHEMATICS, ; ():

Abstract

We present randomized algorithms based on block Krylov subspace methods for estimating the trace and log-determinant of Hermitian positive semi-defini......

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