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Oct 29, 2014 at 14:24 comment added gboukensha Hi Richard. That's very interesting, I'm eager to read your answer!
Oct 28, 2014 at 13:54 comment added Richard Zhang I deleted my prev answer (it didn't answer your question), but I've actually encountered this exact problem before. One can show that the condition you need on $A$ is that it must be well-approximated by a rank-$O(k)$ reduction. I can write out a full answer when I get time.
Sep 29, 2014 at 15:56 comment added gboukensha Thanks a lot for your comments. What I'm trying to achieve here is the computation of the heat kernel for a given point of a 2d compact manifold $M$, restricted to the time domain. In particular, given the eigen-decomposition $\Delta_M \phi = \lambda \phi$ of the Laplace-Beltrami operator $\Delta_M$ on $M$, I'm interested in computing the quantity $\sum_{i=1}^m e^{-\lambda_i t} \phi_i(x)^2$ for a given $x\in M$, $t \in \mathbb{R}$ and $m \in \mathbb{N}$. I need to do it very efficiently, that's why I'd like to compute $\phi_i(x)$ instead of the whole $\phi_i$.
Sep 28, 2014 at 17:33 answer added Suvrit timeline score: 4
Sep 28, 2014 at 16:01 comment added Suvrit You may benefit from "random sampling" of $A$...
Sep 28, 2014 at 14:05 review Close votes
Sep 28, 2014 at 17:26
Sep 28, 2014 at 14:01 comment added Federico Poloni What is your goal here? What are you trying to achieve that doesn't work with the usual large-scale eigenvalue algorithms?
Sep 28, 2014 at 14:01 history edited Ricardo Andrade
added top-level and quasi-top-level tags
Sep 28, 2014 at 13:43 review First posts
Sep 28, 2014 at 14:01
Sep 28, 2014 at 13:43 history asked gboukensha CC BY-SA 3.0