SOLVING (n×n) LINEAR EQUATIONS WITH PARAMETERS COVARIANCES

DOI10.1142/S0219876204000289zbMath1081.65507MaRDI QIDQ5695035

Peerayuth Charnsethikul

Publication date: 11 October 2005

Published in: International Journal of Computational Methods (Search for Journal in Brave)

zbMATH Keywords

Cholesky factorizationcovariance matrixlinear equationshigher-order correlationsapplied optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Quadratic programming (90C20) Direct numerical methods for linear systems and matrix inversion (65F05)

Uses Software

• Matlab

Cites Work

• Unnamed Item
• Unnamed Item
• Sparse matrix techniques, Copenhagen 1976. Advanced course held at the Technical University of Denmark, Copenhagen, August 9-12, 1976
• A computational procedure to estimate the stochastic dynamic response of large nonlinear FE-models.
• Stochastic mechanics
• Random field finite elements
• Basis random variables in finite element analysis

This page was built for publication: SOLVING (n×n) LINEAR EQUATIONS WITH PARAMETERS COVARIANCES