About one Monte Carlo method for solving linear equations

DOI10.1016/0378-4754(83)90052-6MaRDI QIDQ797262zbMATH OpenOpenAlexFDO

Authors Reuven Y. Rubinstein, Joseph Kreimer

Publication date 1983

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

Full work available at URL https://doi.org/10.1016/0378-4754(83)90052-6

zbMATH Keywords

inverse matrix and Markov chainMarkov chain simulationMonte Carlo solution of linear systems

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

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• scientific article; zbMATH DE number 3532286 (Why is no real title available?)
• scientific article; zbMATH DE number 3571405 (Why is no real title available?)
• scientific article; zbMATH DE number 3386717 (Why is no real title available?)
• scientific article; zbMATH DE number 3196612 (Why is no real title available?)
• A Retrospective and Prospective Survey of the Monte Carlo Method

Cited in

(11)

• A new solution technique for linear systems of equations
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• scientific article; zbMATH DE number 5198379 (Why is no real title available?)
• Optimization and sensitivity analysis of computer simulation models by the score function method
• Addendum to a paper on the Monte Carlo method
• Monte Carlo gradient estimation in machine learning
• On solving systems of linear algebraic equations by Gibbs's method
• Artificial Monte Carlo interactions for solving some linear problems
• Solving non-linear equations by simulation
• The Monte-Carlo algorithm for the solving of systems of linear algebraic equations by the Seidel method
• Solving systems of linear equations with relaxed Monte Carlo method

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