Stochastic inverse matrix computation with minimum variance of errors
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Publication:924396
DOI10.1016/j.amc.2007.09.040zbMath1142.65001MaRDI QIDQ924396
Publication date: 16 May 2008
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2007.09.040
numerical examples; Monte Carlo method; minimum variance; matrix inversion; length of Markov chains; number of trajectories; probability transition
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
65F05: Direct numerical methods for linear systems and matrix inversion
Cites Work