Fast Randomized Iteration: Diffusion Monte Carlo through the Lens of Numerical Linear Algebra

DOI10.1137/15M1040827zbMath1371.65005arXiv1508.06104OpenAlexW3098761958MaRDI QIDQ5348329

Jonathan Weare, Lek-Heng Lim

Publication date: 15 August 2017

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.06104

zbMATH Keywords

convergencenumerical examplesdimension reductioniterative algorithmsrandomized algorithmdata assimilationrare event simulation

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (6)

Approximating Matrix Eigenvalues by Subspace Iteration with Repeated Random Sparsification ⋮ Randomized numerical linear algebra: Foundations and algorithms ⋮ A finite element configuration interaction method for Wigner localization ⋮ Adaptive sampling of large deviations ⋮ The Full Configuration Interaction Quantum Monte Carlo Method through the Lens of Inexact Power Iteration ⋮ Error estimates on ergodic properties of discretized Feynman-Kac semigroups

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