Krylstat swMATH ID: 13558 Software Authors: Erlend Aune Description: THIS LIBRARY IS NO LONGER MAINTAINED.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 all top 5 Cited by 46 Authors 3 Lindgren, Finn 2 Aune, Erlend 2 Benzi, Michele 2 Bolin, David 2 Chen, Jie 2 Eidsvik, Jo 1 Anitescu, Mihai 1 Avron, Haim 1 Chae, Minwoo 1 Chainais, Pierre 1 Damle, Anil 1 Dobigeon, Nicolas 1 Fallaize, Christopher J. 1 Han, Insu 1 Ho, Kenneth L. 1 Jun, Yoonbae 1 Kahale, Nabil 1 Kypraios, Theodore 1 Li, Hanyu 1 Lim, Chae Young 1 Lorenz, Lindsey 1 Malioutov, Dmitry M. 1 Mangion, Andrew Zammit 1 Minden, Victor 1 Mühlau, Mark 1 Parker, Albert E. 1 Peng, Wei 1 Pitts, Betsey 1 Pokern, Yvo 1 Rougier, Jonathan C. 1 Saad, Yousef 1 Schmid, Volker J. 1 Shin, Jinwoo 1 Sidén, Per 1 Simoncini, Valeria 1 Simpson, Daniel Peter 1 Stein, Michael L. 1 Stewart, Philip S. 1 Ubaru, Shashanka 1 Villani, Mattias 1 Vono, Maxime 1 Walker, Stephen Grahm 1 Wallin, Jonas 1 Wang, Hongxia 1 Ying, Lexing 1 Zhu, Yuanyang all top 5 Cited in 15 Serials 4 Statistics and Computing 2 SIAM Journal on Matrix Analysis and Applications 2 Computational Statistics and Data Analysis 1 Computers & Mathematics with Applications 1 Linear and Multilinear Algebra 1 BIT 1 Journal of the American Statistical Association 1 Mathematics of Operations Research 1 SIAM Review 1 Test 1 SIAM Journal on Scientific Computing 1 Multiscale Modeling & Simulation 1 Journal of the Korean Statistical Society 1 The Annals of Applied Statistics 1 Journal of Computational and Graphical Statistics all top 5 Cited in 7 Fields 12 Statistics (62-XX) 12 Numerical analysis (65-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 2 Probability theory and stochastic processes (60-XX) 2 Computer science (68-XX) 2 Geophysics (86-XX) 1 Combinatorics (05-XX) Citations by Year