Krylov subspace estimation

DOI10.1137/S1064827599357292MaRDI QIDQ2706471zbMATH OpenFDO

Authors Michael K. Schneider, Alan S. Willsky

Publication date 19 March 2001

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1064827599357292

zbMATH Keywords

conjugate gradient algorithmconvergenceerror varianceshigh-dimensional random quantityKrylov subspace methodlinear least-squares estimationnumerical examplesoceanography

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cited in

(5)

• Krylov subspace methods for estimating operator-vector multiplications in Hilbert spaces
• Computing covariance matrices for constrained nonlinear large scale parameter estimation problems using Krylov subspace methods
• Subspace Sampling and Relative-Error Matrix Approximation: Column-Based Methods
• Krylov space approximate Kalman filtering
• Krylov-Aware Stochastic Trace Estimation

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