Showing 2024Show all
2 papers · 1 filter
stat.ML2024
Stochastic diagonal estimation with adaptive parameter selection
Zongyuan Han, Wenhao Li, Shengxin Zhu
In this paper, we investigate diagonal estimation for large or implicit matrices, aiming to develop a novel and efficient stochastic algorithm that incorporates adaptive parameter…
math.NA2024
When Lanczos Iterations Generate Symmetric Quadrature Nodes?
Wenhao Li, Zongyuan Han, Shengxin Zhu
The Golub-Welsch algorithm [ Math. Comp., 23: 221-230 (1969)] has long been assumed symmetric for estimating quadratic forms. Recent research indicates that asymmetric quadrature n…