Approximating Spectral Sums of Large-Scale Matrices using Stochastic Chebyshev Approximations

Insu Han, Dmitry Malioutov, Haim Avron, Jinwoo Shin. Approximating Spectral Sums of Large-Scale Matrices using Stochastic Chebyshev Approximations. SIAM J. Scientific Computing, 39(4), 2017. [doi]

Abstract

Abstract is missing.