Accelerating Matrix Trace Estimation by Aitken’s Δ2 Process
Author:
Affiliation:
1. Thomas J. Watson Research Center,IBM Research,Yorktown Heights,NY,USA
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10094559/10094560/10095081.pdf?arnumber=10095081
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3. A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
4. A Matrix-free Approach for Solving the Parametric Gaussian Process Maximum Likelihood Problem
5. Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
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