4 papers
Stochastic trace estimation for positive trace-class operators
Zvonimir Bujanović, Luka Grubišić, Daniel Kressner +1
Implicit trace estimation aims to approximate the trace of a matrix or linear operator accessible only through matrix-vector or operator-vector products. In the matrix setting, the…
Stochastic trace estimation with tensor train random vectors
Zvonimir Bujanović, Daniel Kressner, Hrvoje Olić
Stochastic trace estimation is a standard tool for approximating the trace of a large-scale matrix available only through matrix-vector products. However, in tensor-structured sett…
Iterative Refinement of Schur decompositions
Zvonimir Bujanović, Daniel Kressner, Christian Schröder
The Schur decomposition of a square matrix is an important intermediate step of state-of-the-art numerical algorithms for addressing eigenvalue problems, matrix functions, and…
Norm and trace estimation with random rank-one vectors
Zvonimir Bujanović, Daniel Kressner
A few matrix-vector multiplications with random vectors are often sufficient to obtain reasonably good estimates for the norm of a general matrix or the trace of a symmetric positi…