A new iterative Monte Carlo approach for inverse matrix problem

DOI10.1016/S0377-0427(98)00043-0zbMath0936.65025OpenAlexW2000476502MaRDI QIDQ1298607

T. T. Dimov, T. V. Gurov, Ivan T. Dimov

Publication date: 3 May 2000

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(98)00043-0

zbMATH Keywords

preconditioningiterative methodsMarkov chainMonte Carlo algorithmstruncation errorconvergence controlstochastic errorinverse matrix problem

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10)

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