On the Preconditioned Quasi-Monte Carlo Algorithm for Matrix Computations

DOI10.1007/978-3-319-26520-9_17OpenAlexW2291117879MaRDI QIDQ3304776

Vassil Alexandrov, Sofiya Ivanovska, Aneta Karaivanova, Oscar A. Esquivel-Flores

Publication date: 3 August 2020

Published in: Large-Scale Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-26520-9_17

zbMATH Keywords

Frobenius norm minimizationquasi-Monte Carlo approachquasi-Monte Carlo methods (QMCMs)SPAI preconditionersparse approximate inverse (SPAI)

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Related Items (3)

Monte Carlo method for estimating eigenvalues using error balancing ⋮ On Monte Carlo and Quasi-Monte Carlo for Matrix Computations ⋮ PARALLEL SOLUTION METHODS AND PRECONDITIONERS FOR EVOLUTION EQUATIONS

Uses Software

• MSPAI

Cites Work

• 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
• Tuning the Generation of Sobol Sequence with Owen Scrambling
• A Sparse Approximate Inverse Preconditioner for the Conjugate Gradient Method
• Computational Science – ICCS 2005
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