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Preconditioned Krylov Subspace Methods for Sampling Multivariate Gaussian Distributions
Chow, Edmond, Saad, YousefVolume:
36
Language:
english
Journal:
SIAM Journal on Scientific Computing
DOI:
10.1137/130920587
Date:
January, 2014
File:
PDF, 667 KB
english, 2014