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"Difference Filter Preconditioning for Large Covariance Matrices."

Michael L. Stein, Jie Chen, Mihai Anitescu (2012)

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DOI: 10.1137/110834469

access: closed

type: Journal Article

metadata version: 2023-06-26

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Michael L. Stein, Jie Chen, Mihai Anitescu:
Difference Filter Preconditioning for Large Covariance Matrices. SIAM J. Matrix Anal. Appl. 33(1): 52-72 (2012)

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