Fast QMC Matrix-Vector Multiplication.
Josef DickFrances Y. KuoQuoc Thong Le GiaChristoph SchwabPublished in: SIAM J. Sci. Comput. (2015)
Keyphrases
- sparse matrix
- quasi monte carlo
- matrix multiplication
- matrix representation
- linear algebra
- transformation matrix
- rows and columns
- floating point
- feature vectors
- vector space
- eigenvalues and eigenvectors
- linearly independent
- adjacency matrix
- variance reduction
- monte carlo
- weight vector
- arithmetic operations
- covariance matrix
- dot product
- symmetric matrices
- text categorization
- particle filter