A way to obtain Monte Carlo matrix inversion with minimal error

DOI10.1016/J.AMC.2007.02.082MaRDI QIDQ990422zbMATHOpenAlexFDO

Authors Behrouz Fathi Vajargah

Publication date 1 September 2010

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2007.02.082

zbMATH Keywords

Markov chainMonte Carlomatrix inversionminimal error

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

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• scientific article; zbMATH DE number 3532286 (Why is no real title available?)
• scientific article; zbMATH DE number 1219577 (Why is no real title available?)
• A new iterative Monte Carlo approach for inverse matrix problem
• Different stochastic algorithms to obtain matrix inversion
• New advantages to obtain accurate matrix inversion
• Parallel Monte Carlo computations for solving SLAE with minimum communications

Cited in

(9)

• Numerical comparison of Monte Carlo methods for linear systems
• Different stochastic algorithms to obtain matrix inversion
• Stochastic inverse matrix computation with minimum variance of errors
• scientific article; zbMATH DE number 697778 (Why is no real title available?)
• Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem
• A new gradient Monte Carlo algorithm for inverting matrix
• A 5-instant finite difference formula to find discrete time-varying generalized matrix inverses, matrix inverses, and scalar reciprocals
• Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix
• A new algorithm with maximal rate convergence to obtain inverse matrix

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