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Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen-Loève expansion

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Description scholarly article by Arvind K. Saibaba et al published 13 November 2015 in Numerical Linear Algebra with Applications
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author: Arvind K Saibaba  Jonghyun Lee  Peter K. Kitanidis 

Publication date November 13, 2015
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