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]

@article{Ubaru0S17,
  title = {Fast Estimation of tr(f(A)) via Stochastic Lanczos Quadrature},
  author = {Shashanka Ubaru and Jie Chen 0007 and Yousef Saad},
  year = {2017},
  doi = {10.1137/16M1104974},
  url = {https://doi.org/10.1137/16M1104974},
  researchr = {https://researchr.org/publication/Ubaru0S17},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Matrix Analysis Applications},
  volume = {38},
  number = {4},
  pages = {1075-1099},
}