Krylov subspace estimation

DOI10.1137/S1064827599357292MaRDI QIDQ2706471zbMATHFDO

Authors Michael K. Schneider, Alan S. Willsky

Publication date 19 March 2001

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

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)

Recommendations

• scientific article; zbMATH DE number 992795
• Least squares methods in Krylov subspaces
• Krylov space approximate Kalman filtering
• Solving large and sparse linear least-squares problems by conjugate gradient algorithms
• Computing covariance matrices for constrained nonlinear large scale parameter estimation problems using Krylov subspace methods

Cited in

(5)

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

This page was built for publication: Krylov subspace estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2706471)