Application of hierarchical matrices for computing the Karhunen-Loève expansion (Q1014342)
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scientific article; zbMATH DE number 5547551
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| English | Application of hierarchical matrices for computing the Karhunen-Loève expansion |
scientific article; zbMATH DE number 5547551 |
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Application of hierarchical matrices for computing the Karhunen-Loève expansion (English)
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27 April 2009
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numerical examples
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uncertainty quantification
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finite element
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random fields
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Karhunen-Loève expansion
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large eigenvalue problem
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Krylov subspace method
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sparse matrix approximation
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sparse hierarchical matrix
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0.8143656849861145
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0.8020256161689758
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0.7709267735481262
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0.7691431045532227
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