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

DOI10.1016/j.matcom.2011.08.002zbMath1337.65007OpenAlexW2019291207MaRDI QIDQ413911

N. S. Mozartova, K. K. Sabel'fel'd

Publication date: 8 May 2012

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2011.08.002

zbMATH Keywords

Karhunen-Loève expansionfractional Wiener processrandom sparsificationrandomization of iterative methodsrandomized low rank approximations

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Monte Carlo methods (65C05)

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