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

Shashanka Ubaru Jie Chen Yousef Saad

Published in: SIAM J. Matrix Anal. Appl. (2017)

Keyphrases

fourier transform
multiresolution
parameter estimation
estimation algorithm
rotation invariant
stochastic optimization
stochastic programming
real time
data sets
machine learning
least squares
monte carlo
monte carlo simulation
learning automata