HLIBCov: Parallel hierarchical matrix approximation of large covariance matrices and likelihoods with applications in parameter identification

Keyphrases

• Parameter Identification 100%
• H-matrix 100%
• Matrix Approximation 100%
• Large Covariance Matrix 100%
• Storage Requirement 50%
• Covariance Matrix 50%
• Covariance 50%
• Linear Computational Cost 50%
• Matrix-vector Product 50%
• Cholesky Factorization 50%
• Covariance Function 50%
• Numerical Performance 50%
• Desktop 50%
• Log-linear 50%
• Log-likelihood Function 50%
• Computational Storage 50%
• Log-linear Complexity 50%

Mathematics

• Matrix 100%
• Covariance Matrix 100%
• Hierarchical Matrices 100%
• Approximated Matrix 100%
• Computational Cost 50%
• Linear Complexity 50%
• Vector Product 50%
• Gaussian Distribution 50%
• Covariance Function 50%
• Log Likelihood Function 50%
• Approximates 50%
• Variance 50%
• Covariance 50%
• Cholesky Factorization 50%