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We introduce a novel algorithm for approximating the logarithm of the determinant of a symmetric positive definite (SPD) matrix.
The iterative calculation of a few of the lowest eigenvalues and corresponding eigenvectors of large real-symmetric matrices
Ernest R Davidson · 1975
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Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models
RJ Martin · 1992
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Ronald Paul Barry and R Kelley Pace · 1999
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Timothy A Davis · 2006
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Approximate implementation of the logarithm of the matrix determinant in gaussian process regression
Yunong Zhang and William E Leithead · 2007
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First-order methods for sparse covariance selection
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Timothy A Davis and Yifan Hu · 2011
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Cho-Jui Hsieh, Mátyás A Sustik, Inderjit S Dhillon, Pradeep K Ravikumar, and Russell Poldrack · 2013
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Elemental: A new framework for distributed memory dense matrix computations
Jack Poulson, Bryan Marker, Robert A Van de Geijn, Jeff R Hammond, and Nichols A Romero · 2013
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