Generalized Rybicki Press algorithm
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Publication:5739744
DOI10.1002/nla.2003zbMath1374.65078arXiv1409.7852OpenAlexW2963033836MaRDI QIDQ5739744
Publication date: 19 July 2016
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.7852
linear complexityCARMA processesfast direct solversemi-separable matricesexponential covariancefast determinant computationRybicki Press algorithm
Computational methods for sparse matrices (65F50) Numerical computation of determinants (65F40) Analysis of variance and covariance (ANOVA) (62J10)
Uses Software
Cites Work
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