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Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation - MaRDI portal

Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation (Q413911)

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scientific article; zbMATH DE number 6031626
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English
Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation
scientific article; zbMATH DE number 6031626

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    Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation (English)
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    8 May 2012
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    random sparsification
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    randomized low rank approximations
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    randomization of iterative methods
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    Karhunen-Loève expansion
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    fractional Wiener process
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