Fast and Stable Gradient Approximation for Bilinear Forms of Hermitian Matrix Functions

Navjot Singh, Kipton Barros, Xiaoye Sherry Li

Objectives involving bilinear forms $u^{\top }f(A(\hat{I}¸))v$ for Hermitian $A$ arise widely in scientific computing and probabilistic machine learning. For large matrices, Lanczos effici…