I am diving into some literature to understand which is the best algorithm for computing the log-determinant of a PSD matrix. So far I have found the following two papers:
- Large-scale Log-determinant Computationthrough Stochastic Chebyshev Expansions
- Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature
We were just wondering if there are other algorithms with better asymptotics, different techniques, or other paper that we should be aware of.