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math.NA2021
Matrix functions via linear systems built from continued fractions
Andreas Frommer, Karsten Kahl, Manuel Tsolakis
A widely used approach to compute the action of a matrix function on a vector is to use a rational approximation for and compute instead. If …
math.NA2021★ 1 cited
A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix
Andreas Frommer, Mostafa Nasr Khalil, Gustavo Ramirez-Hidalgo
The trace of a matrix function f(A), most notably of the matrix inverse, can be estimated stochastically using samples< x,f(A)x> if the components of the random vectors x obey an a…