A posteriori error estimate for computing tr(f(A)) by using the Lanczos method

Keyphrases

• Error Estimates 100%
• A Posteriori Error Estimation 100%
• Lanczos Method 100%
• Bilinear Form 40%
• Exponential Function 20%
• Covariance Matrix 20%
• Stopping Criterion 20%
• Process Analysis 20%
• Quantity of Interest 20%
• Large Matrices 20%
• Gaussian Process 20%
• Symmetric Positive Definite Matrix 20%
• Large-scale Problems 20%
• Error Tolerance 20%
• Lanczos 20%
• Practical Usefulness 20%
• Product Form 20%
• Krylov Methods 20%
• Log-determinant 20%

Mathematics

• Posteriori 100%
• Error Estimate 100%
• Matrix 50%
• Bilinear Form 33%
• Covariance Matrix 16%
• Exponential Function 16%
• Positive Definite Matrix 16%
• Gaussian Process 16%
• Building Block 16%