Bounding matrix functionals via partial global block Lanczos decomposition
BellalijM., ReichelL., RodriguezG., SadokH. · Applied Numerical Mathematics · 2015
Approximations of expressions of the form I f : = trace ( W T f ( A ) W ) , where A R m i m is a large symmetric matrix, W R m i k with k m , and f is a function, can be computed without evaluating...