Control Flow Operators in PyTorch
Yidi Wu, Thomas Bohnstingl, et al.
ICML 2025
We present an algorithm to estimate the trace of symmetric matrices that are available only via Matrix-Vector multiplication. The proposed algorithm constructs a series of trace estimates by applying the probing technique with an increasing number of vectors. These estimates are then treated as a converging sequence whose limit is the sought matrix trace, and we apply Aitken's Δ2 process to accelerate its convergence to the trace limit. Numerical experiments performed on covariance matrices demonstrate the competitiveness of the proposed scheme versus probing and randomized trace estimators.
Yidi Wu, Thomas Bohnstingl, et al.
ICML 2025
Gosia Lazuka, Andreea Simona Anghel, et al.
SC 2024
Robert Farrell, Rajarshi Das, et al.
AAAI-SS 2010
Ben Fei, Jinbai Liu
IEEE Transactions on Neural Networks