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Krylstat

swMATH ID: 13558
Software Authors: Erlend Aune
Description: THIS LIBRARY IS NO LONGER MAINTAINED. It will be integrated into SHOGUN: (https://github.com/shogun-toolbox/shogun) and future progress will be found there. The Krylov statistics library (KRYLSTAT) is free C++ software under the LGPL license. It is designed to facilitate sampling from high dimensional Gaussian distributions using rational approximations and Krylov methods and computing log-determinants using the same methods with the addition of graph colouring.
Homepage: https://github.com/Froskekongen/KRYLSTAT/
Source Code: https://github.com/Froskekongen/KRYLSTAT/
Related Software: GMRFLib; FRK; mftoolbox; BayesDA; SparseMatrix; R-INLA; Matlab; Pselinv; SelInv; PRMLT; Stan; tmvtnorm; mctoolbox; R; ProbForecastGOP; SparseM; glasso; AMD; COMSTAT; Fahrmeir
Cited in: 21 Publications

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