Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity
Author: | Florian Schäfer, T. J. Sullivan, Houman Owhadi |
---|---|
Document Type: | Article |
Parent Title (English): | Multiscale Modeling and Simulation |
Volume: | 19 |
Issue: | 2 |
First Page: | 688 |
Last Page: | 730 |
Year of first publication: | 2021 |
ArXiv Id: | http://arxiv.org/abs/1706.02205 |
DOI: | https://doi.org/10.1137/19M129526X |