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Edmond Chow, Yousef Saad. Preconditioned Krylov Subspace Methods for Sampling Multivariate Gaussian Distributions. SIAM J. Scientific Computing, 36(2), 2014. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Preserving Symmetry in Preconditioned Krylov Subspace MethodsTony F. Chan, Edmond Chow, Yousef Saad, Man-Chung Yeung. siamsc, 20(2):568-581, 1998. [doi]
The following publications are possibly variants of this publication: