HLIBCov: Parallel hierarchical matrix approximation of large covariance matrices and likelihoods with applications in parameter identification

Litvinenko, Alexander (Corresponding author); Kriemann, Ronald; Genton, Marc G.; Sun, Ying; Keyes, David E.

Amsterdam [u.a.] : Elsevier (2020)
Journal Article

In: MethodsX
Volume: 7
Page(s)/Article-Nr.: 100600

Institutions

  • Department of Mathematics [110000]
  • Chair of Mathematics for Uncertainty Quantification [118110]