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Estimating the Trace of the Matrix Inverse by Interpolating from the Diagonal of an Approximate Inverse.
Lingfei Wu
Andreas Stathopoulos
Jesse Laeuchli
Vassilis Kalantzis
Efstratios Gallopoulos
Published in:
CoRR (2015)
Keyphrases
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orthogonal matrices
jacobian matrix
covariance matrix
matrix inversion
data sets
correlation matrix
search engine
feature selection
symmetric positive definite
data mining
markov chain
sample size