Towards Monte Carlo preconditioning approach and hybrid Monte Carlo algorithms for matrix computations

DOI10.1016/j.camwa.2015.08.035zbMath1443.65036OpenAlexW2102225506MaRDI QIDQ2006553

Vassil Alexandrov, Oscar A. Esquivel-Flores

Publication date: 11 October 2020

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2015.08.035

zbMATH Keywords

parallel algorithmsMonte Carlo algorithms for linear algebra problemsMonte Carlo preconditioners

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Preconditioners for iterative methods (65F08)

Related Items (3)

A new Monte Carlo method for solving systems of linear algebraic equations ⋮ On Monte Carlo and Quasi-Monte Carlo for Matrix Computations ⋮ PDE-Constrained Optimization: Matrix Structures and Preconditioners

Uses Software

• MatrixMarket
• SparseMatrix
• MSPAI

Cites Work

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• An efficient parallel implementation of the MSPAI preconditioner
• Sparse approximate inverse preconditioning for dense linear systems arising in computational electromagnetics
• Factorized sparse approximate inverses for preconditioning
• The university of Florida sparse matrix collection
• Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
• Variants of BICGSTAB for Matrices with Complex Spectrum
• A Sparse Approximate Inverse Preconditioner for the Conjugate Gradient Method
• Computational Science – ICCS 2005
• Computational Science – ICCS 2005

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