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

DOI10.1007/11758532_83zbMATH Open1157.65302OpenAlexW1516839400MaRDI QIDQ5503243FDOQ5503243

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

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zbMATH Keywords

iterative processmatrix computationsperformance analysisMonte Carlo algorithms

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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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