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Vassilis Kalantzis

3 accepted papers

2023

Accelerating Matrix Trace Estimation by Aitken's Δ2 Process

ICASSP 2023accepted

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 co…

Cited by 0SourceScholar
2021

Sparse Graph Based Sketching for Fast Numerical Linear Algebra

ICASSP 2021accepted

In recent years, a variety of randomized constructions of sketching matrices have been devised, that have been used in fast algorithms for numerical linear algebra problems, such as least squares regression, low-rank approximation, and the approximation of leverage scores. A key property of sketchin…

Cited by 0SourceScholar