Different stochastic algorithms to obtain matrix inversion

DOI10.1016/J.AMC.2006.12.075MaRDI QIDQ2383707zbMATH OpenOpenAlexFDO

Authors Behrouz Fathi Vajargah

Publication date 19 September 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.12.075

zbMATH Keywords

algorithmsMarkov chainmatrix inversionMonte Carlo methodnumerical examplesrefinement

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Direct numerical methods for linear systems and matrix inversion (65F05)

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Cites work

• A new iterative Monte Carlo approach for inverse matrix problem
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• Parallel Monte Carlo computations for solving SLAE with minimum communications

Cited in

(18)

• Targetted stochastic matrix inversion
• Efficient Monte Carlo algorithms for inverting matrices arising in mixed finite element approximation
• scientific article; zbMATH DE number 2086144 (Why is no real title available?)
• New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue
• scientific article; zbMATH DE number 4205856 (Why is no real title available?)
• A new gradient Monte Carlo algorithm for inverting matrix
• scientific article; zbMATH DE number 4028726 (Why is no real title available?)
• scientific article; zbMATH DE number 4062457 (Why is no real title available?)
• scientific article; zbMATH DE number 697778 (Why is no real title available?)
• Randomized quasi-Newton updates are linearly convergent matrix inversion algorithms
• A new Monte Carlo method for solving system of linear algebraic equations
• Iterative refinement of computing inverse matrix
• Computational Science – ICCS 2005
• A rapid numerical algorithm to compute matrix inversion
• Global exponential convergence and stability of gradient-based neural network for online matrix inversion
• Stochastic inverse matrix computation with minimum variance of errors
• A way to obtain Monte Carlo matrix inversion with minimal error
• A new algorithm with maximal rate convergence to obtain inverse matrix

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