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