Preprint
Aug 2026
Stochastic trace estimation for positive trace-class operators
Implicit trace estimation aims to approximate the trace of a matrix or linear operator accessible only through matrix-vector or operator-vector products. In the matrix setting, the Girard-Hutchinson estimator typically requires $\mathcal{O}(\varepsilon^{-2})$ products to achieve accuracy $\varepsilon$, while the varian...
Zvonimir Bujanović, Luka Grubišić, Daniel Kressner et al.
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