HLIBCov: Parallel hierarchical matrix approximation of large covariance matrices and likelihoods with applications in parameter identification
Litvinenko, Alexander; Kriemann, Ronald; Genton, Marc G.; Sun, Ying; Keyes, David E.
Amsterdam [u.a.] / Elsevier (2020) [Journal Article]
MethodsX
Volume: 7
Page(s): 100600
Identifier
- DOI: 10.1016/j.mex.2019.07.001
- REPORT NUMBER: RWTH-2020-10815