imate (pypi): Implicit Matrix Trace Estimator. Computes the trace of functions of implicit matrices. Accelerated on CPU and CUDA-capable GPU devices.
Keywords: matrix-computations|matrix-inverse|interpolation-techniques|cholesky-decomposition|randomized-algorithms|lanczos-iteration|parameter-estimation|radial-basis-function|polynomial-bases|orthogonal-polynomials|cross-validation|linear-algebra