https://github.com/mohamed82008/traceestimators.jl

Trace estimation methods for matrix functions.
https://github.com/mohamed82008/traceestimators.jl

Last synced: about 1 month ago
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Trace estimation methods for matrix functions.

• Host: GitHub
• URL: https://github.com/mohamed82008/traceestimators.jl
• Owner: mohamed82008
• License: mit
• Created: 2021-09-04T23:37:00.000Z (over 3 years ago)
• Default Branch: master
• Last Pushed: 2021-09-07T23:49:10.000Z (over 3 years ago)
• Last Synced: 2024-11-12T21:29:51.105Z (about 2 months ago)
• Language: Julia
• Size: 1.78 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 4
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# TraceEstimators

[![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://mohamed82008.github.io/TraceEstimators.jl/stable)

[![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://mohamed82008.github.io/TraceEstimators.jl/dev)

[![Build Status](https://github.com/mohamed82008/TraceEstimators.jl/workflows/CI/badge.svg)](https://github.com/mohamed82008/TraceEstimators.jl/actions)

[![Coverage](https://codecov.io/gh/mohamed82008/TraceEstimators.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/mohamed82008/TraceEstimators.jl)

Trace Estimation methods for implicitly available available matrix such as log determinant and inverse of a matrix.

Documentation update coming soon. For now these articles should be sufficient. 

### Initial Method with Examples

https://nextjournal.com/akshayjain/traceEstimator01

### SLQ and Chebyhutch and speed comparison with examples

https://nextjournal.com/akshayjain/traceEstimator02/

### Trace of Matrix Inverse

https://nextjournal.com/akshayjain/traceEstimator03

### Sparse MVNormal 

https://nextjournal.com/akshayjain/logdet-via-chebyhutch