Computing the Entropy of a Large Matrix
Numerical Analysis
2014-06-13 v4
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.
Cite
@article{arxiv.1209.2575,
title = {Computing the Entropy of a Large Matrix},
author = {Thomas P. Wihler and Bänz Bessire and André Stefanov},
journal= {arXiv preprint arXiv:1209.2575},
year = {2014}
}