Different stochastic algorithms to obtain matrix inversion

DOI10.1016/J.AMC.2006.12.075zbMath1122.65302OpenAlexW2011655808MaRDI QIDQ2383707

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

algorithmsnumerical examplesMonte Carlo methodMarkov chainrefinementmatrix inversion

Mathematics Subject Classification ID

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

Related Items (7)

A new Monte Carlo method for solving systems of linear algebraic equations ⋮ Stochastic inverse matrix computation with minimum variance of errors ⋮ Iterative refinement of computing inverse matrix ⋮ A way to obtain Monte Carlo matrix inversion with minimal error ⋮ A new algorithm with maximal rate convergence to obtain inverse matrix ⋮ Global exponential convergence and stability of gradient-based neural network for online matrix inversion ⋮ New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue

Cites Work

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