A way to obtain Monte Carlo matrix inversion with minimal error

DOI10.1016/j.amc.2007.02.082zbMath1193.65007OpenAlexW2060669094MaRDI QIDQ990422

Behrouz Fathi-Vajargah

Publication date: 1 September 2010

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

Full work available at URL: https://doi.org/10.1016/j.amc.2007.02.082

zbMATH Keywords

Monte CarloMarkov chainmatrix inversionminimal error

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

A 5-instant finite difference formula to find discrete time-varying generalized matrix inverses, matrix inverses, and scalar reciprocals ⋮ Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem

Cites Work

• Parallel Monte Carlo computations for solving SLAE with minimum communications
• A new iterative Monte Carlo approach for inverse matrix problem
• New advantages to obtain accurate matrix inversion
• Different stochastic algorithms to obtain matrix inversion
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