Monte Carlo linear solvers with non-diagonal splitting

DOI10.1016/J.MATCOM.2009.03.010MaRDI QIDQ974249zbMATH OpenOpenAlexFDO

Authors B. E. Eshmatov

Publication date 27 May 2010

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2009.03.010

zbMATH Keywords

convergence propertiesJacobi methodlinear solverlinear systemsMonte Carlonon-diagonal splittingsnumerical examples

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10)

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Cites work

• A new iterative Monte Carlo approach for inverse matrix problem
• A Note on the Inversion of Matrices by Random Walks
• A power method with Monte Carlo iterations
• scientific article; zbMATH DE number 52670 (Why is no real title available?)
• scientific article; zbMATH DE number 1052006 (Why is no real title available?)
• scientific article; zbMATH DE number 1178942 (Why is no real title available?)
• scientific article; zbMATH DE number 2087126 (Why is no real title available?)
• scientific article; zbMATH DE number 3194184 (Why is no real title available?)
• Monte Carlo Methods for Applied Scientists
• “Monte Carlo” Methods for the Iteration of Linear Operators

Cited in

(4)

• Improvement of multidimensional randomized Monte Carlo algorithms with ``splitting
• Multiway Monte Carlo method for linear systems
• Analysis of Monte Carlo accelerated iterative methods for sparse linear systems.
• Semidefinite diagonal directions Monte Carlo algorithms for detecting necessary linear matrix inequality constraints

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