Computing Covariance Matrices for Constrained Nonlinear Large Scale Parameter Estimation Problems Using Krylov Subspace Methods
نویسندگان
چکیده
In the paper we show how, based on the preconditioned Krylov subspace methods, to compute the covariance matrix of parameter estimates, which is crucial for efficient methods of optimum experimental design. Mathematics Subject Classification (2000). Primary 65K10; Secondary 15A09, 65F30.
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