scientific article; zbMATH DE number 2087123

MaRDI QIDQ4737787zbMATH OpenFDO

Authors

Publication date 11 August 2004

Full work available at URL http://link.springer.de/link/service/series/0558/bibs/2330/23300609.htm

zbMATH Keywords

deterministic refinementDiagonally Dominant MatricesMarkov ChainMatrix DecompositionMatrix InversionMonte Carlo Methodnumerical examplessparse matricesstochastic approximationSystem of Linear Equations

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50)

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