Analysis of stochastic Lanczos quadrature for spectrum approximation

Abstract
The cumulative empirical spectral measure (CESM) \Phi[\mathbf{A}] : \mathbb{R} \to [0,1]of a n\times nsymmetric matrix \mathbf{A}is defined as the fraction of eigenvalues of \mathbf{A}less than a given threshold, i.e., \Phi[\mathbf{A}](x) := \sum_{i=1}^{n} \frac{1}{n} {\large\unicode{x1D7D9}}[ \lambda_i[\mathbf{A}]\leq x] Spectral sums \operatorname{tr}(f[\mathbf{A}])can be computed as the Riemann--Stieltjes integral of f..
Paper Details
Title
Analysis of stochastic Lanczos quadrature for spectrum approximation
Published Date
May 13, 2021
Citation AnalysisPro
  • Scinapse’s Top 10 Citation Journals & Affiliations graph reveals the quality and authenticity of citations received by a paper.
  • Discover whether citations have been inflated due to self-citations, or if citations include institutional bias.