Fast Estimation of tr(f(A)) via Stochastic Lanczos Quadrature

Shashanka Ubaru, Jie Chen 0007, Yousef Saad. Fast Estimation of tr(f(A)) via Stochastic Lanczos Quadrature. SIAM J. Matrix Analysis Applications, 38(4):1075-1099, 2017. [doi]

Abstract

Abstract is missing.