Application of hierarchical matrices for computing the Karhunen-Loève expansion

Boris N. Khoromskij, A. Litvinenko, H. G. Matthies. Application of hierarchical matrices for computing the Karhunen-Loève expansion. Computing, 84(1-2):49-67, 2009. [doi]

Authors

Boris N. Khoromskij

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A. Litvinenko

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H. G. Matthies

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