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Detecting when one probe vector is enough for preconditioned log-determinant approximation

arXiv:2601.05778v2 Announce Type: replace Abstract: We present randomized algorithms for estimating the log-determinant of regularized symmetric positive semi-definite matrices. The algorithms access the matrix only through matrix vector products, and are based on the introduc...

🔗 Read more: https://arxiv.org/abs/2601.05778

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