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Khoromskij, B. N.; Litvinenko, A.; Matthies, H. G. Application of hierarchical matrices for computing the Karhunen-Loève expansion. (English) Zbl 1162.65306 Computing 84, No. 1-2, 49-67 (2009). MSC: 65C30 60H15 60H35 35R60 45C05 65R20 60G60 PDFBibTeX XMLCite \textit{B. N. Khoromskij} et al., Computing 84, No. 1--2, 49--67 (2009; Zbl 1162.65306) Full Text: DOI