Difference Filter Preconditioning for Large Covariance Matrices (Q2903110)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Difference Filter Preconditioning for Large Covariance Matrices |
scientific article |
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Difference Filter Preconditioning for Large Covariance Matrices (English)
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23 August 2012
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condition number
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preconditioner
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stochastic process
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random field
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spectral analysis
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fixed-domain asymptotics
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covariance matrix
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ill-conditioned
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iterative method
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