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1 paper

math.NA2026

An analysis on stochastic Lanczos quadrature with asymmetric quadrature nodes

Wenhao Li, Yixuan Huang, Shengxin Zhu

This paper revisits the error analysis of the Stochastic Lanczos Quadrature (SLQ) method for approximating the trace of matrix functions, with a specific focus on asymmetric Lanczo…