Antithetic Monte Carlo linear solver

DOI10.1007/3-540-46080-2_40MaRDI QIDQ4737761zbMATH OpenFDO

Authors Chih Jeng Kenneth Tan

Publication date 11 August 2004

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

Full work available at URL http://link.springer.de/link/service/series/0558/bibs/2330/23300383.htm

zbMATH Keywords

antithetic variatesdispersion reductionLinear solverMonte Carlo methodnumerical experimentsParallel algorithmsrelaxationSystems of linear algebraic equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10) Parallel numerical computation (65Y05)

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Cited in

(7)

• Relaxed Monte Carlo linear solver
• Efficient Monte Carlo linear solver with chain reduction and optimization using \texttt{PLFG}
• New adaptive Monte Carlo algorithm for parallel solution of large linear systems with applications
• Solving Linear Equations by Monte Carlo Simulation
• Parallel resolvent Monte Carlo algorithms for linear algebra problems
• Randomized vector iterative linear solvers of high precision for large dense system
• Monte Carlo linear solvers with non-diagonal splitting

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