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math.NA2016
Structural Convergence Results for Approximation of Dominant Subspaces from Block Krylov Spaces
Petros Drineas, Ilse Ipsen, Eugenia-Maria Kontopoulou +1
This paper is concerned with approximating the dominant left singular vector space of a real matrix of arbitrary dimension, from block Krylov spaces generated by the matrix $AA…
math.NA2016
Randomized Matrix-free Trace and Log-Determinant Estimators
Arvind K. Saibaba, Alen Alexanderian, Ilse C. F. Ipsen
We present randomized algorithms for estimating the trace and deter- minant of Hermitian positive semi-definite matrices. The algorithms are based on subspace iteration, and access…