"Randomized algorithms for generalized Hermitian eigenvalue problems with ..."

Arvind K. Saibaba, Jonghyun Lee, Peter K. Kitanidis (2016)

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DOI: 10.1002/NLA.2026

access: closed

type: Journal Article

metadata version: 2024-06-12

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Arvind K. Saibaba, Jonghyun Lee, Peter K. Kitanidis:
Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen-Loève expansion. Numer. Linear Algebra Appl. 23(2): 314-339 (2016)

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