Computing the Entropy of a Large Matrix
  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. 
Thomas P. Wihler, B\"anz Bessire, and Andr\'e Stefanov
math.NA