A Krylov subspace method for covariance approximation and simulation of random processes and fields (Q1398035): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:59, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Krylov subspace method for covariance approximation and simulation of random processes and fields |
scientific article |
Statements
A Krylov subspace method for covariance approximation and simulation of random processes and fields (English)
0 references
6 August 2003
0 references
simulation
0 references
covariance matrix approximation
0 references
Krylov subspace
0 references
conjugate gradient
0 references
Lanczos
0 references
matrix square root
0 references
sample
0 references
