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Oct 14, 2026
Wildt, Nils, 2026, "Replication Data for: Fast Karhunen-Loève Expansions via FFT-Accelerated Toeplitz Operators", https://doi.org/10.18419/DARUS-6487, DaRUS, V1, UNF:6:cttgmfUtMm0+M5wmagzMzA== [fileUNF]
For a stationary kernel on an equispaced tensor grid, the covariance matrix is Toeplitz in 1-D and block-Toeplitz-with-Toeplitz-blocks (BTTB) in d dimensions. Embedding it in a circulant array and diagonalizing that embedding with the FFT turns a matrix-vector product into O(N log N) time and O(N) storage, so a Krylov eigensolver finds the leading...
Tabular Data - 1.8 KB - 9 Variables, 34 Observations - UNF:6:a0F2WTzmAceIT8T3XgXy9w==
Tabular Data - 5.5 KB - 9 Variables, 100 Observations - UNF:6:xJ4l5Z31x9kqi7Z2aQtqDQ==
Plain Text - 18.2 KB - MD5: 2ab724713fdaf49e4523c4503bfd068d
Tabular Data - 7.2 KB - 8 Variables, 97 Observations - UNF:6:hFx9H0jv5h5+eiihJMFCYA==
Unknown - 5.5 KB - MD5: 416b63e6d2130993d37dccb97b522cbd
Unknown - 5.4 KB - MD5: 1cd2c7fa74495cb9c07d8cc5c980166a
Tabular Data - 1.8 KB - 9 Variables, 70 Observations - UNF:6:TrFJxx4aQsuxztUnO7MRjw==
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