Searching for Rare Growth Factors Using Multicanonical Monte Carlo Methods

DOI10.1137/050637662zbMath1133.65018OpenAlexW2041025153MaRDI QIDQ5432391

Tobin A. Driscoll, K. L. Maki

Publication date: 3 January 2008

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

Full work available at URL: https://semanticscholar.org/paper/2ca4fec99d327df809be8e2502b2540f9431efe3

zbMATH Keywords

Markov chain Monte Carlo methodnumerical experimentsrandom matricesGaussian eliminationgrowth factorsmulticanonical Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Random matrices (algebraic aspects) (15B52) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (6)

Hadamard Matrices: Insights into Their Growth Factor and Determinant Computations ⋮ Large-deviation properties of largest component for random graphs ⋮ On the complete pivoting conjecture for Hadamard matrices: further progress and a good pivots property ⋮ Multicanonical MCMC for sampling rare events: an illustrative review ⋮ A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification ⋮ Universal statistics of point vortex turbulence

Uses Software

• Matlab
• mctoolbox

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