Sequential Monte Carlo for linear systems – a practical summary

DOI10.1515/MCMA.2008.001zbMath1146.65001MaRDI QIDQ3516793

John H. Halton

Publication date: 11 August 2008

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

zbMATH Keywords

numerical examplesstatistical methodsprogramsequential methodsMonte Carlo techniqueslarge linear systemsfast methods of solution

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Software, source code, etc. for problems pertaining to linear algebra (15-04)

Related Items (3)

An Improved “Walk on Equations” Monte Carlo Algorithm for Linear Algebraic Systems ⋮ A new \textit{walk on equations} Monte Carlo method for solving systems of linear algebraic equations ⋮ A global random walk on grid algorithm for second order elliptic equations

Cites Work

• Sequential Monto Carlo techniques for the solution of linear systems
• Sequential Monte Carlo Techniques for Solving Non-Linear Systems

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