Error Analysis of a Monte Carlo Algorithm for Computing Bilinear Forms of Matrix Powers

DOI10.1007/11758532_83MaRDI QIDQ5503243zbMATH OpenOpenAlexFDO

Authors V. N. Alexandrov, Simon Branford, Christian Weihrauch, I. Dimov

Publication date 13 January 2009

Published in Computational Science – ICCS 2006 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/11758532_83

zbMATH Keywords

iterative processmatrix computationsperformance analysisMonte Carlo algorithms

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cited in

(1)

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

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