Computationally efficient cholesky factorization of a covariance matrix with block toeplitz structure (Q4851427)
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scientific article; zbMATH DE number 804159
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computationally efficient cholesky factorization of a covariance matrix with block toeplitz structure |
scientific article; zbMATH DE number 804159 |
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Computationally efficient cholesky factorization of a covariance matrix with block toeplitz structure (English)
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22 January 1996
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Gaussian random fields
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stochastic simulations
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matrix triangulation
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displacement structure
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matrix factorization
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factorization algorithms
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fast algorithm
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Cholesky factorization
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covariance matrix
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parallel computation
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numerical experiments
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