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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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Hierarchical Matrices Based on a Weak Admissibility CriterionWolfgang Hackbusch, Boris N. Khoromskij, R. Kriemann. computing, 73(3):207-243, 2004. [doi] Solution of Large Scale Algebraic Matrix Riccati Equations by Use of Hierarchical MatricesLars Grasedyck, Wolfgang Hackbusch, Boris N. Khoromskij. computing, 70(2):121-165, 2003. [doi]
The following publications are possibly variants of this publication: