Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method

DOI10.1515/MCMA.2009.015zbMath1180.65007OpenAlexW2080755976MaRDI QIDQ3654439

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Publication date: 6 January 2010

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2009.015

zbMATH Keywords

comparison of methodsnumerical examplesboundary integral equationMarkov chainLaplace equationMonte Carlo algorithmsstochastic algorithmsmatrix-vector productrandom sparsificationrandomization of iterative methodssampling with and without replacementmatrix iterationslarge systems of linear algebraic equationsNeumann-Ulam methodstandard isotropic random walk on boundary process

Mathematics Subject Classification ID

Related Items (13)

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Cites Work

• The random walk on the boundary method for calculating capacitance
• A fast randomized algorithm for the approximation of matrices
• A randomized Kaczmarz algorithm with exponential convergence
• A Monte Carlo solution method for linear elasticity
• Über das Irrfahrtproblem
• Random Walk on Fixed Spheres for Laplace and Lamé equations
• Approximating Matrix Multiplication for Pattern Recognition Tasks
• Monte Carlo difference schemes for the wave equation
• Fast monte-carlo algorithms for finding low-rank approximations
• Fast Monte Carlo Algorithms for Matrices I: Approximating Matrix Multiplication
• The Monte Carlo Method

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