Stochastic algorithms in linear algebra -- beyond the Markov chains and von Neumann-Ulam scheme

DOI10.1007/978-3-642-18466-6_2zbMATH Open1317.65020OpenAlexW1489479125MaRDI QIDQ3075261FDOQ3075261

Authors: Karl Sabelfeld 

Publication date: 11 February 2011

Published in: Numerical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-18466-6_2

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Mathematics Subject Classification ID

Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10)

Cites Work

• A randomized Kaczmarz algorithm with exponential convergence
• Title not available (Why is that?)
• Extensions of Lipschitz mappings into a Hilbert space
• Fast monte-carlo algorithms for finding low-rank approximations
• Algorithms for Numerical Analysis in High Dimensions
• Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method
• On the Early History of the Singular Value Decomposition
• Title not available (Why is that?)
• Clustering large graphs via the singular value decomposition
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• Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation
• Randomized algorithms for the low-rank approximation of matrices
• Rapid solution of integral equations of classical potential theory
• A randomized algorithm for principal component analysis
• Singular Value Decomposition, Eigenfaces, and 3D Reconstructions
• Monte Carlo Methods for Applied Scientists
• Fast Monte Carlo Algorithms for Matrices I: Approximating Matrix Multiplication
• The fast Johnson-Lindenstrauss transform and approximate nearest neighbors
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• A fast randomized algorithm for the approximation of matrices
• Estimation of singular values of very large matrices using random sampling
• Title not available (Why is that?)
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• The Fundamental Theorem of Linear Algebra
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• Fast computation of low rank matrix approximations
• Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems
• A principal axis transformation for non-hermitian matrices
• Random Walk on Fixed Spheres for Laplace and Lamé equations

Cited In (8)

• Fast randomized iteration: diffusion Monte Carlo through the Lens of numerical linear algebra
• Global random walk on grid algorithm for solving Navier-Stokes and Burgers equations
• Stochastic version of the degenerate kernel method for solving large systems of linear equations with sparse matrix
• Vector Monte Carlo stochastic matrix-based algorithms for large linear systems
• Randomized Monte Carlo algorithms for matrix iterations and solving large systems of linear equations
• An efficient Monte Carlo solution for problems with random matrices
• A new randomized vector algorithm for iterative solution of large linear systems
• Stochastic iterative projection methods for large linear systems

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