A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix

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Authors: Andreas Frommer, Mostafa Nasr Khalil, Gustavo Ramirez-Hidalgo

Journal title: SIAM Journal on Scientific Computing

Journal number: Vol. 44, Issue 4

Journal publisher: Society for Industrial and Applied Mathematics

Published year: 2022

DOI identifier: 10.1137/21m1441894

ISSN: 1064-8275