Hybrid Monte Carlo methods for matrix computation

MaRDI QIDQ4422867zbMATH OpenFDO

Authors V. N. Alexandrov, Bo Liu

Publication date 24 August 2003

Full work available at URL http://link.springer.de/link/service/series/0558/bibs/2542/25420073.htm

zbMATH Keywords

algorithmdeterministic refinementDiagonally Dominant MatricesMarkov ChainMatrix DecompositionMatrix InversionMonte Carlo Methodnumerical examplesSPAIsparse matricesstochastic approximation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50)

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Cited in

(15)

• Monte Carlo methods for estimating linear combinations of inverse matrix entries in lattice QCD
• Towards Monte Carlo preconditioning approach and hybrid Monte Carlo algorithms for matrix computations
• A Monte Carlo method for computing the action of a matrix exponential on a vector
• Different stochastic algorithms to obtain matrix inversion
• Efficient Monte Carlo algorithms for inverting matrices arising in mixed finite element approximation
• On Monte Carlo and quasi-Monte Carlo for matrix computations
• A new gradient Monte Carlo algorithm for inverting matrix
• Numerical comparison of Monte Carlo methods for linear systems
• Mixed Monte Carlo parallel algorithms for matrix computation
• Fast Monte Carlo Algorithms for Matrices I: Approximating Matrix Multiplication
• Computational Science – ICCS 2005
• Computational Science – ICCS 2005
• Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix
• Hybrid Monte Carlo on Hilbert spaces
• A way to obtain Monte Carlo matrix inversion with minimal error

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