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Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides - MaRDI portal

Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides (Q1947188)

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scientific article; zbMATH DE number 6153516
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Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides
scientific article; zbMATH DE number 6153516

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    Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides (English)
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    12 April 2013
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    uncertainty quantification
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    matrix-free methods
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    iterative
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    preconditioning
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    multiple right-hand sides
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    conjugate gradient
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    block conjugate gradient
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    seed methods
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    stochastic diagonal of inverse estimator
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    Rademacher vectors
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    algorithm
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    stochastic estimation
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    inverse covariance matrix
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    numerical experiments
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