LGL1992/uq_krylov

uq_krylov

This repository contains MATLAB files for large-scale uncertainty quantification. The codes accompany the paper:

"Efficient Krylov subspace methods for uncertainty quantification in large Bayesian linear inverse problems" - Saibaba, Chung, and Petroske, Numerical Linear Algebra with Applications, 2020.

Requirements

These codes require the following toolboxes:

            AIRTOOLS: https://github.com/jakobsj/AIRToolsII
            
            IRTools: https://github.com/jnagy1/IRtools

            genHyBR: https://github.com/juliannechung/genHyBR