Some Python implementations of randomized, matrix-free algorithms for estimating matrix traces, log determinants, diagonals, and diagonals of inverses.
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Updated
Jul 17, 2023 - Jupyter Notebook
Some Python implementations of randomized, matrix-free algorithms for estimating matrix traces, log determinants, diagonals, and diagonals of inverses.
Code for: "Adversarial Regression with Doubly Non-Negative Weighting Matrices" -- NeurIPS, 2021. (Tam Le*, Truyen Nguyen*, Makoto Yamada, Jose Blanchet, Viet Anh Nguyen)
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