Sum of Kronecker products representation and its Cholesky factorization for spatial covariance matrices from large grids
Author(s) -
Jian Cao,
Marc G. Genton,
David E. Keyes,
George Turkiyyah
Publication year - 2021
Publication title -
computational statistics and data analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.093
H-Index - 115
eISSN - 1872-7352
pISSN - 0167-9473
DOI - 10.1016/j.csda.2020.107165
Subject(s) - cholesky decomposition , covariance , representation (politics) , mathematics , covariance matrix , factorization , kronecker delta , covariance function , kronecker product , covariance intersection , memory footprint , computer science , algorithm , statistics , physics , eigenvalues and eigenvectors , quantum mechanics , politics , political science , law , operating system
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