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Sum of Kronecker products representation and its Cholesky factorization for spatial covariance matrices from large grids - MaRDI portal

Sum of Kronecker products representation and its Cholesky factorization for spatial covariance matrices from large grids (Q830501)

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scientific article; zbMATH DE number 7345848
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Sum of Kronecker products representation and its Cholesky factorization for spatial covariance matrices from large grids
scientific article; zbMATH DE number 7345848

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    Sum of Kronecker products representation and its Cholesky factorization for spatial covariance matrices from large grids (English)
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    7 May 2021
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    adaptive-cross-approximation
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    Cholesky factorization
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    Matérn covariance function
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    spatial statistics
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    sum of Kronecker products
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