On the Preconditioned Quasi-Monte Carlo Algorithm for Matrix Computations

DOI10.1007/978-3-319-26520-9_17MaRDI QIDQ3304776zbMATH OpenOpenAlexFDO

Authors V. N. Alexandrov, Sofiya Ivanovska, Aneta Karaivanova, O. Esquivel-Flores

Publication date 3 August 2020

Published in Large-Scale Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-26520-9_17

zbMATH Keywords

Frobenius norm minimizationquasi-Monte Carlo approachquasi-Monte Carlo methods (QMCMs)SPAI preconditionersparse approximate inverse (SPAI)

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cites work

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• An efficient parallel implementation of the MSPAI preconditioner
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• Sparse approximate inverse preconditioning for dense linear systems arising in computational electromagnetics
• Tuning the generation of Sobol sequence with Owen scrambling

Cited in

(4)

• Monte Carlo method for estimating eigenvalues using error balancing
• On Monte Carlo and quasi-Monte Carlo for matrix computations
• Parallel solution methods and preconditioners for evolution equations
• A resolvent quasi-Monte Carlo method for estimating the minimum eigenvalues using the error balancing

Describes a project that uses

Uses Software

• MSPAI

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