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A Range-Deflated Stochastic Lanczos Quadrature Method for Large-Scale Log-Determinant Estimation
Estimating the logarithm of the determinant of large sparse symmetric positive definite matrices is an important problem in numerical linear algebra, machine learning, Gaussian processes, and uncertainty quantification. We propose a range-deflated stochastic Lanczos quadrature method, termed DSLQ, f
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