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math.NA2020
Low-rank updates of matrix functions II: Rational Krylov methods
Bernhard Beckermann, Alice Cortinovis, Daniel Kressner +1
This work develops novel rational Krylov methods for updating a large-scale matrix function f(A) when A is subject to low-rank modifications. It extends our previous work in this c…
math.NA2020
On randomized trace estimates for indefinite matrices with an application to determinants
Alice Cortinovis, Daniel Kressner
Randomized trace estimation is a popular and well studied technique that approximates the trace of a large-scale matrix by computing the average of for many samples of…