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    JACM
    2011
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    Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
    12 years 11 months ago
    Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
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    We analyze the convergence of randomized trace estimators. Starting at 1989, several algorithms have been proposed for estimating the trace of a matrix by 1 M M i=1 zT i Azi, where...
    Haim Avron, Sivan Toledo
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