Application of hierarchical matrices for computing the Karhunen- loève expansion

Computing (Vienna/New York)

Volumn 84, Issue 1-2, 2009, Pages 49-67

  Khoromskij, B N ^a   Litvinenko, A ^b   Matthies, H G ^b  

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

^b Institut für Wissenschaftliches Rechnen   (Germany)

Author keywords

Data sparse approximation; Eigenvalue computation; Hierarchical matrix; Karhunen Lo ve expansion; Random fields; Uncertainty quantification

Indexed keywords

DIFFERENTIAL EQUATIONS; EIGENVALUES AND EIGENFUNCTIONS; MATHEMATICAL OPERATORS; MODELS; NEMATIC LIQUID CRYSTALS; RANDOM PROCESSES; STOCHASTIC MODELS;

DATA-SPARSE APPROXIMATION; EIGENVALUE COMPUTATION; HIERARCHICAL MATRIX; RANDOM FIELDS; UNCERTAINTY QUANTIFICATION;

RANDOM VARIABLES;

EID: 63449128673     PISSN: 0010485X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00607-008-0018-3     Document Type: Article

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