Matrix computations using quasirandom sequences

DOI10.1007/3-540-45262-1_65MaRDI QIDQ2724541zbMATH OpenFDO

Authors Michael Mascagni, Aneta Karaivanova

Publication date 7 February 2002

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

Full work available at URL https://doi.org/10.1007/3-540-45262-1_65

zbMATH Keywords

algorithmsconvergenceextreme eigenvaluesMarkov chainsmatrix-vector productsMonte Carlo methodnumerical testspseudorandom numbersquasirandom numberssparse matricessystems of linear algebraic equations

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50)

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• Quasirandom sequences in random process simulation algorithms
• Monte Carlo method for estimating eigenvalues using error balancing
• Time and space efficient generators for quasiseparable matrices
• On Monte Carlo and quasi-Monte Carlo for matrix computations
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• Solving systems of linear algebraic equations using quasirandom numbers
• A parallel quasi-Monte Carlo method for computing extremal eigenvalues
• Methods for generating random orthogonal matrices
• Fast QMC matrix-vector multiplication
• Atomic and molecular calculations using quasirandom numbers
• A resolvent quasi-Monte Carlo method for estimating the minimum eigenvalues using the error balancing

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