Mixed Monte Carlo parallel algorithms for matrix computation

DOI10.1007/3-540-46080-2_63MaRDI QIDQ4737787zbMATH OpenFDO

Authors B. Fathi, Bo Liu, V. N. Alexandrov

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/2330/23300609.htm

zbMATH Keywords

deterministic refinementDiagonally Dominant MatricesMarkov ChainMatrix DecompositionMatrix InversionMonte Carlo Methodnumerical examplessparse matricesstochastic approximationSystem of Linear Equations

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

(21)

• A new iterative Monte Carlo approach for inverse matrix problem
• On Monte Carlo methods in distributed memory systems
• Parallelization of a dynamic Monte Carlo algorithm: A partially rejection-free conservative approach
• Towards Monte Carlo preconditioning approach and hybrid Monte Carlo algorithms for matrix computations
• A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method
• Different stochastic algorithms to obtain matrix inversion
• Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
• Efficient Monte Carlo algorithms for inverting matrices arising in mixed finite element approximation
• On Monte Carlo and quasi-Monte Carlo for matrix computations
• On the Preconditioned Quasi-Monte Carlo Algorithm for Matrix Computations
• scientific article; zbMATH DE number 697778 (Why is no real title available?)
• Parallel computations of eigenvalues based on a Monte Carlo approach
• Monte Carlo on parallel and vector computers
• Hybrid Monte Carlo methods for matrix computation
• Numerical experiments with Monte Carlo methods and SPAI preconditioner for solving system of linear equations
• Some parallel Monte Carlo algorithms
• Analysis of Monte Carlo accelerated iterative methods for sparse linear systems.
• Fast Monte Carlo Algorithms for Matrices I: Approximating Matrix Multiplication
• Computational Science – ICCS 2005
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• Parallel Monte Carlo computations for solving SLAE with minimum communications

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