Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation
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Publication:413911
DOI10.1016/j.matcom.2011.08.002zbMath1337.65007OpenAlexW2019291207MaRDI QIDQ413911
N. S. Mozartova, K. K. Sabel'fel'd
Publication date: 8 May 2012
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2011.08.002
Karhunen-Loève expansionfractional Wiener processrandom sparsificationrandomization of iterative methodsrandomized low rank approximations
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Monte Carlo methods (65C05)
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