Krylov subspace estimation

DOI10.1137/S1064827599357292zbMATH Open0980.65045MaRDI QIDQ2706471FDOQ2706471

Authors: Michael K. Schneider, Alan S. Willsky 

Publication date: 19 March 2001

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

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zbMATH Keywords

convergencenumerical examplesconjugate gradient algorithmKrylov subspace methodoceanographyerror varianceslinear least-squares estimationhigh-dimensional random quantity

Mathematics Subject Classification ID

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

Cited In (5)

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

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