How Accurately Should I Compute Implicit Matrix-Vector Products When Applying the Hutchinson Trace Estimator?
Jie ChenPublished in: SIAM J. Sci. Comput. (2016)
Keyphrases
- sparse matrix
- least squares
- eigenvalues and eigenvectors
- matrix representation
- feature vectors
- maximum likelihood
- transformation matrix
- symmetric matrix
- maximum likelihood estimator
- linear algebra
- neural network
- rows and columns
- data matrix
- symmetric matrices
- fuzzy membership
- weight matrix
- importance sampling
- product design
- singular value decomposition
- vector space
- feature selection