2007
DOI: 10.1016/j.apnum.2007.01.003
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An estimator for the diagonal of a matrix

Abstract: A number of applications require to compute an approximation of the diagonal of a matrix when this matrix is not explicitly available but matrix-vector products with it are easy to evaluate. In some cases, it is the trace of the matrix rather than the diagonal that is needed. This paper describes methods for estimating diagonals and traces of matrices in these situations. The goal is to obtain a good estimate of the diagonal by applying only a small number of matrix-vector products, using selected vectors. We … Show more

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Cited by 163 publications
(193 citation statements)
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“…[36], whereby eq. (12) holds exactly if each i-th row of V s is orthogonal to all those rows j of V s for which the (ij)-th entry of S is non-vanishing.…”
Section: Probingmentioning
confidence: 99%
See 1 more Smart Citation
“…[36], whereby eq. (12) holds exactly if each i-th row of V s is orthogonal to all those rows j of V s for which the (ij)-th entry of S is non-vanishing.…”
Section: Probingmentioning
confidence: 99%
“…A form of graph coloring has been originally exploited to evaluate sparse Jacobian and Hessian matrices [32,33,34,35]. Unlike first attempts based on random number vectors [36], the kind of probing vectors considered in this algorithm is able to exploit the sparsity pattern of S.…”
Section: Probingmentioning
confidence: 99%
“…It remains to consider what can be done for much larger systems. Existing "linear scaling methods" may be adapted by adding techniques from linear algebra, such as probing, or some of the techniques seen in [21].…”
Section: Resultsmentioning
confidence: 99%
“…One can ask the question as to what can be done if the pattern is known and we seek only the diagonal. This was explored for the case of banded matrices, in [21]. …”
Section: Eigenvalue-free Methodsmentioning
confidence: 99%
“…They considered the particular case where T → 0, in which case f reduces to the Heaviside (or step) function. Related works have also considered techniques based on a Chebyshev series expansion of the Heaviside function [1,13]. Other recent works include [4].…”
Section: Introductionmentioning
confidence: 99%