摘要
for large scale matrix computing the trace of function of the matrix is expensive.Re- cently an effective algorithm based on Monte Carlo method and Gauss type quadrature rule was de- veloped .In this paper,we analyse condition number of this problen,estimate the error of the algo- rithm and give a modified algorithm.In our algorithm the relative error is controllable.
for large scale matrix computing the trace of function of the matrix is expensive.Re- cently an effective algorithm based on Monte Carlo method and Gauss type quadrature rule was de- veloped .In this paper,we analyse condition number of this problen,estimate the error of the algo- rithm and give a modified algorithm.In our algorithm the relative error is controllable.
