Analysis of Monte Carlo accelerated iterative methods for sparse linear systems

DOI10.1002/nla.2088zbMath1449.65098OpenAlexW2591752562MaRDI QIDQ5355096

Thomas M. Evans, Massimiliano Lupo Pasini, Steven P. Hamilton, Michele Benzi, Stuart R. Slattery

Publication date: 6 September 2017

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.2088

zbMATH Keywords

preconditioningMonte Carlo methodsiterative methodssparse linear systemsresilienceRichardson iterationsparse approximate inverses

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10)

Related Items (9)

Block diagonal dominance of matrices revisited: bounds for the norms of inverses and eigenvalue inclusion sets ⋮ Randomized vector iterative linear solvers of high precision for large dense system ⋮ A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method ⋮ A stochastic method for solving time-fractional differential equations ⋮ Localization in Matrix Computations: Theory and Applications ⋮ Uzawa-Type and Augmented Lagrangian Methods for Double Saddle Point Systems ⋮ A Monte Carlo method for computing the action of a matrix exponential on a vector ⋮ A probabilistic linear solver based on a multilevel Monte Carlo method ⋮ Multiway Monte Carlo Method for Linear Systems

Uses Software

• IFISS

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