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]
@article{KhoromskijLM09,
title = {Application of hierarchical matrices for computing the Karhunen-Loève expansion},
author = {Boris N. Khoromskij and A. Litvinenko and H. G. Matthies},
year = {2009},
doi = {10.1007/s00607-008-0018-3},
url = {http://dx.doi.org/10.1007/s00607-008-0018-3},
researchr = {https://researchr.org/publication/KhoromskijLM09},
cites = {0},
citedby = {0},
journal = {Computing},
volume = {84},
number = {1-2},
pages = {49-67},
}