A sparse parallel hybrid Monte Carlo algorithm for matrix computations

DOI10.1007/11428862_101MaRDI QIDQ5709601zbMATH OpenOpenAlexFDO

Authors Simon Branford, Christian Weihrauch, V. N. Alexandrov

Publication date 30 November 2005

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/b136575

zbMATH Keywords

Matrix InversionMonte Carlo MethodSparse Matrices

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational methods for sparse matrices (65F50) Parallel numerical computation (65Y05)

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Cited in

(6)

• Towards Monte Carlo preconditioning approach and hybrid Monte Carlo algorithms for matrix computations
• A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method
• On the Preconditioned Quasi-Monte Carlo Algorithm for Matrix Computations
• Hybrid Monte Carlo methods for matrix computation
• Mixed Monte Carlo parallel algorithms for matrix computation
• Parallel hybrid Monte Carlo algorithms for matrix computations

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Uses Software

• LAM-MPI

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