A well-known technique used in statistical methods is to estimate the trace of some matrix via sampling. For example, one can estimate the trace of exp(A) by computing w=exp(A)v for many vectors v, and the mean of the inner products of v and w will yield an approximation of the trace under some conditions. This basic technique has found uses in ...
Creator:
Saad, Yousef (University of Minnesota, Twin Cities)
Created:
2015-11-10
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
