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HLIBCov: Parallel hierarchical matrix approximation of large covariance matrices and likelihoods with applications in parameter identification
We provide more technical details about the HLIBCov package, which is using parallel hierarchical (H-) matrices to: • Approximate large dense inhomogeneous covariance matrices with a log-linear computational cost and storage requirement. • Compute matrix-vector product, Cholesky factorization and in...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2019
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6992995/ https://www.ncbi.nlm.nih.gov/pubmed/32021810 http://dx.doi.org/10.1016/j.mex.2019.07.001 |