Parallel resolvent Monte Carlo algorithms for linear algebra problems

DOI10.1016/S0378-4754(00)00243-3zbMath1035.65002OpenAlexW2023212293WikidataQ127560219 ScholiaQ127560219MaRDI QIDQ5938361

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Publication date: 2001

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4754(00)00243-3

zbMATH Keywords

numerical examplesMarkov chainMonte Carlo algorithmsresolvent MC (RMC) algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05)

Related Items (9)

An Improved “Walk on Equations” Monte Carlo Algorithm for Linear Algebraic Systems ⋮ Randomized vector iterative linear solvers of high precision for large dense system ⋮ A stochastic method for solving time-fractional differential equations ⋮ A new \textit{walk on equations} Monte Carlo method for solving systems of linear algebraic equations ⋮ 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 ⋮ What Monte Carlo models can do and cannot do efficiently? ⋮ Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems ⋮ Multiway Monte Carlo Method for Linear Systems

Cites Work

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