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This paper is concerned with two improved variants of the Hutch++ algorithm for estimating the trace of a square matrix, implicitly given through matrix-vector products.
A stochastic estimator of the trace of the influence matrix for Laplacian smoothing splines
M. F. Hutchinson · 1989
Earlier work this paper cites.
Some large-scale matrix computation problems
Z. Bai, M. Fahey, and G. Golub · 1996
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On Krylov subspace approximations to the matrix exponential operator
M. Hochbruck and C. Lubich · 1997
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Padé–Z 2 estimator of determinants
C. Thron, S. J. Dong, K. F. Liu, and H. P. Ying · 1998
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Characterization of 3D molecular structure
E. Estrada · 2000
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Log-determinant relaxation for approximate inference in discrete Markov random fields
M. J. Wainwright and M. I. Jordan · 2006
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Estimating the Estrada index
J. A. de la Peña, I. Gutman, and J. Rada · 2007
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Functions of matrices
N. J. Higham · 2008
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Counting triangles in large graphs using randomized matrix trace estimation
H. Avron · 2010
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Network properties revealed through matrix functions
E. Estrada and D. J. Higham · 2010
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Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
H. Avron and S. Toledo · 2011
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The University of Florida sparse matrix collection
T. A. Davis and Y. Hu · 2011
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Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
N. Halko, P.-G. Martinsson, and J. A. Tropp · 2011
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Learning the parameters of determinantal point process kernels
R. H. Affandi, E. Fox, R. Adams, and B. Taskar · 2014
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Improved bounds on sample size for implicit matrix trace estimators
F. Roosta-Khorasani and U. Ascher · 2015
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Assessing stochastic algorithms for large scale nonlinear least squares problems using extremal probabilities of linear combinations of gamma random variables
F. Roosta-Khorasani, G. J. Székely, and U. M. Ascher · 2015
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Revisiting the Nyström method for improved large-scale machine learning
A. Gittens and M. W. Mahoney · 2016
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Applications of trace estimation techniques
S. Ubaru and Y. Saad · 2017
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Improved bounds for small-sample estimation
S. Gratton and D. Titley-Peloquin · 2018
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High-dimensional statistics
M. J. Wainwright · 2019
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Randomized numerical linear algebra: foundations and algorithms
P.-G. Martinsson and J. A. Tropp · 2020
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Fast and stable randomized low-rank matrix approximation
Y. Nakatsukasa · 2020
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Norm and trace estimation with random rank-one vectors
Z. Bujanović and D. Kressner · 2021
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Hutch++: Optimal stochastic trace estimation
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Updates for hutch++
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