A Krylov subspace method for covariance approximation and simulation of random processes and fields (Q1398035): Difference between revisions
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Revision as of 04:13, 5 March 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)
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6 August 2003
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simulation
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covariance matrix approximation
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Krylov subspace
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conjugate gradient
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Lanczos
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matrix square root
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sample
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