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Computing the Entropy of a Large Matrix (1209.2575v4)
Published 12 Sep 2012 in math.NA
Abstract: Given a large real symmetric, positive semidefinite m-by-m matrix, the goal of this paper is to show how a numerical approximation of the entropy, given by the sum of the entropies of the individual eigenvalues, can be computed in an efficient way. An application from quantum-optics illustrates the new algorithm.
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