For real symmetric matrices that are accessible only through matrix vector products, we present Monte Carlo estimators for computing the diagonal elements. Our probabilistic bounds for normwise abs…
We provide a computational framework for approximating a class of structured matrices; here, the term structure is very general, and may refer to a regular sparsity pattern (e.g., block banded), or…
The eigensystem realization algorithm (ERA) is a data-driven approach for subspace system identification and is widely used in many areas of engineering. However, the computational cost of the ERA …