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math.NA2026
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…
math.NA2024
Subspace embedding with random Khatri-Rao products and its application to eigensolvers
Zvonimir Bujanović, Luka Grubišić, Daniel Kressner +1
Various iterative eigenvalue solvers have been developed to compute parts of the spectrum for a large sparse matrix, including the power method, Krylov subspace methods, contour in…