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

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

Review text

Algorithms for methods of solving linear equations, presented in the first author's book Simulation and the Monte Carlo method (1981; Zbl 0529.68076), are given. A presentation of the methods is also included so that the paper is selfcontained.

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Cites work

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

(12)

• Optimization and sensitivity analysis of computer simulation models by the score function method
• Addendum to a paper on the Monte Carlo method
• Solving systems of linear equations with relaxed Monte Carlo method
• The Monte-Carlo algorithm for the solving of systems of linear algebraic equations by the Seidel method
• Artificial Monte Carlo interactions for solving some linear problems
• On solving systems of linear algebraic equations by Gibbs's method
• A new solution technique for linear systems of equations
• Solving non-linear equations by simulation
• scientific article; zbMATH DE number 51363 (Why is no real title available?)
• scientific article; zbMATH DE number 1131701 (Why is no real title available?)
• Monte Carlo gradient estimation in machine learning
• scientific article; zbMATH DE number 5198379 (Why is no real title available?)

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