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Make SLQ integrands behave correctly for arbitrary input vectors #174

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merged 2 commits into from
Jan 10, 2024

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For any vector $v$, evaluating $v^\top f(A) v$ with SLQ using max-order Lanczos should be exact.

Before this PR, this is only true for Rademacher-distributed input vectors (and in expectation, for normally-distributed input vectors).

After this PR, it is true for arbitrary input vectors.

@pnkraemer pnkraemer merged commit 8c2a6f5 into main Jan 10, 2024
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@pnkraemer pnkraemer deleted the make-slq-behave-correctly-for-non-unit-2-norm-vectors branch January 10, 2024 12:35
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