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Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen-Loève expansion
Saibaba, Arvind K., Lee, Jonghyun, Kitanidis, Peter K.Volume:
23
Language:
english
Journal:
Numerical Linear Algebra with Applications
DOI:
10.1002/nla.2026
Date:
March, 2016
File:
PDF, 1.67 MB
english, 2016