Randomized vector iterative linear solvers of high precision for large dense system

DOI10.1515/mcma-2023-2013MaRDI QIDQ6085030

K. K. Sabel'fel'd, Anastasiya E. Kireeva

Publication date: 2 December 2023

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

zbMATH Keywords

randomized algorithmiterative refinementmatrix vector multiplicationmatrix iterationslarge system of linear equationsrandomized conjugate residual method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Applications to the sciences (65Z05)

Cites Work

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• Analysis of Monte Carlo accelerated iterative methods for sparse linear systems
• A Note on the Inversion of Matrices by Random Walks
• Parallel resolvent Monte Carlo algorithms for linear algebra problems
• Two stochastic algorithms for solving elastostatics problems governed by the Lamé equation

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