Randomization in Characterizing the Subsurface
Y. Lin, D. O'Malley, V.V. Vesselinov, G.D Guthrie, D. Coblentz
SIAM News2018
Summary
of matrix . However, a simple computational cost analysis can reveal the significant impacts of the randomized matrix. Assume that the number of model parameters is ; the number of observations is , which yields the size of the Jacobian matrix and the covariance matrix is .