Vector Monte Carlo stochastic matrix-based algorithms for large linear systems

DOI10.1515/MCMA-2016-0112zbMATH Open1347.65007OpenAlexW2515212664MaRDI QIDQ308409FDOQ308409

Karl Sabelfeld

Publication date: 6 September 2016

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

Full work available at URL: https://doi.org/10.1515/mcma-2016-0112

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zbMATH Keywords

stochastic matrixbalancingdouble stochastic matricesrandom gradient

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Applications to the sciences (65Z05)

Cites Work

• A randomized Kaczmarz algorithm with exponential convergence
• Concerning nonnegative matrices and doubly stochastic matrices
• A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
• Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic iterative projection methods for large linear systems
• Stochastic Methods for Boundary Value Problems
• Matrix scaling: A geometric proof of Sinkhorn's theorem
• Stochastic Algorithms in Linear Algebra - beyond the Markov Chains and von Neumann - Ulam Scheme
• Exponential bounds for the probability deviations of sums of random fields
• Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation
• Using Randomization to Break the Curse of Dimensionality
• The rate of convergence of Sinkhorn balancing

Cited In (4)

• Title not available (Why is that?)
• Random walk algorithms for solving nonlinear chemotaxis problems
• Randomized vector iterative linear solvers of high precision for large dense system
• Randomized vector algorithm with iterative refinement for solving boundary integral equations

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