16 citations · 81 across the 20 of their papers we have counts for
4 papers · 2 filters
A posteriori error bounds for the block-Lanczos method for matrix function approximation
Qichen Xu, Tyler Chen
We extend the error bounds from [SIMAX, Vol. 43, Iss. 2, pp. 787-811 (2022)] for the Lanczos method for matrix function approximation to the block algorithm. Numerical experiments…
Krylov-aware stochastic trace estimation
Tyler Chen, Eric Hallman
We introduce an algorithm for estimating the trace of a matrix function using implicit products with a symmetric matrix . Existing methods for implicit…
Randomized matrix-free quadrature: unified and uniform bounds for stochastic Lanczos quadrature and the kernel polynomial method
Tyler Chen, Thomas Trogdon, Shashanka Ubaru
We analyze randomized matrix-free quadrature algorithms for spectrum and spectral sum approximation. The algorithms studied include the kernel polynomial method and stochastic Lanc…
Low-memory Krylov subspace methods for optimal rational matrix function approximation
Tyler Chen, Anne Greenbaum, Cameron Musco +1
We describe a Lanczos-based algorithm for approximating the product of a rational matrix function with a vector. This algorithm, which we call the Lanczos method for optimal ration…