Stochastic inverse matrix computation with minimum variance of errors

DOI10.1016/J.AMC.2007.09.040zbMath1142.65001OpenAlexW2034120005MaRDI QIDQ924396

Behrouz Fathi-Vajargah

Publication date: 16 May 2008

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.09.040

zbMATH Keywords

numerical examplesMonte Carlo methodminimum variancematrix inversionlength of Markov chainsnumber of trajectoriesprobability transition

Mathematics Subject Classification ID

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

Cites Work

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• New advantages to obtain accurate matrix inversion
• Different stochastic algorithms to obtain matrix inversion

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