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]

@article{HanMAS17,
  title = {Approximating Spectral Sums of Large-Scale Matrices using Stochastic Chebyshev Approximations},
  author = {Insu Han and Dmitry Malioutov and Haim Avron and Jinwoo Shin},
  year = {2017},
  doi = {10.1137/16M1078148},
  url = {https://doi.org/10.1137/16M1078148},
  researchr = {https://researchr.org/publication/HanMAS17},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Scientific Computing},
  volume = {39},
  number = {4},
}