Numerical comparison of Monte Carlo methods for linear systems

MaRDI QIDQ3407984zbMATH OpenFDO

Authors Deng Ding, Ying-Ying Zhang, Xiao-Qing Jin

Publication date 24 February 2010

zbMATH Keywords

algorithmsMonte Carlo methodsnumerical experimentsdiagonally dominant matricesinverse of matrices

Mathematics Subject Classification ID

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

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(8)

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• Comparison of the Computational Cost of a Monte Carlo and Deterministic Algorithm for Computing Bilinear Forms of Matrix Powers
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Describes a project that uses

Uses Software

• Matlab

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