Data sparse computation of the Karhunen-Loève expansion

AIP Conference Proceedings

Volumn 1048, Issue , 2008, Pages 311-314

  Khoromskij, B N ^a   Litvinenko, A ^b  

^a MAX PLANCK INSTITUTE FOR MATHEMATICS IN THE SCIENCES   (Germany)

^b TECHNICAL UNIVERSITY OF BRAUNSCHWEIG   (Germany)

Author keywords

Hierarchical matrices; Karhunen Lo ve expansion; Kronecker tensor format; Random fields; SFEM; Stochastic Galerkin

Indexed keywords

EID: 54049104974     PISSN: 0094243X     EISSN: 15517616     Source Type: Conference Proceeding    
DOI: 10.1063/1.2990920     Document Type: Conference Paper

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