New formulation of Cholesky decomposition and applications in stochastic simulation

By Guoqing Huang, H. Liao, Mingshui Li. 2013

105 citations recorded by the source corpus.

Subfields: Civil and Structural Engineering, Environmental Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/9e811752aec608806002be9bb5049810b887d7ab