{"paper":{"title":"Improved bounds on sample size for implicit matrix trace estimators","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.NA"],"primary_cat":"cs.NA","authors_text":"Farbod Roosta-Khorasani, Uri Ascher","submitted_at":"2013-08-12T06:57:32Z","abstract_excerpt":"This article is concerned with Monte-Carlo methods for the estimation of the trace of an implicitly given matrix $A$ whose information is only available through matrix-vector products. Such a method approximates the trace by an average of $N$ expressions of the form $\\ww^t (A\\ww)$, with random vectors $\\ww$ drawn from an appropriate distribution. We prove, discuss and experiment with bounds on the number of realizations $N$ required in order to guarantee a probabilistic bound on the relative error of the trace estimation upon employing Rademacher (Hutchinson), Gaussian and uniform unit vector "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1308.2475","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}