This work is concerned with the computation of the action of a matrix function f(A), such as the matrix exponential or the matrix square root, on a vector b. For a general matrix A, this can be don…
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. Hutch++ combines randomized…
This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (r…