Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method
Publication:3654439
DOI10.1515/MCMA.2009.015zbMath1180.65007OpenAlexW2080755976MaRDI QIDQ3654439
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Publication date: 6 January 2010
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma.2009.015
comparison of methodsnumerical examplesboundary integral equationMarkov chainLaplace equationMonte Carlo algorithmsstochastic algorithmsmatrix-vector productrandom sparsificationrandomization of iterative methodssampling with and without replacementmatrix iterationslarge systems of linear algebraic equationsNeumann-Ulam methodstandard isotropic random walk on boundary process
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Related Items (13)
Cites Work
- The random walk on the boundary method for calculating capacitance
- A fast randomized algorithm for the approximation of matrices
- A randomized Kaczmarz algorithm with exponential convergence
- A Monte Carlo solution method for linear elasticity
- Über das Irrfahrtproblem
- Random Walk on Fixed Spheres for Laplace and Lamé equations
- Approximating Matrix Multiplication for Pattern Recognition Tasks
- Monte Carlo difference schemes for the wave equation
- Fast monte-carlo algorithms for finding low-rank approximations
- Fast Monte Carlo Algorithms for Matrices I: Approximating Matrix Multiplication
- The Monte Carlo Method
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