A way to obtain Monte Carlo matrix inversion with minimal error

DOI10.1016/J.AMC.2007.02.082zbMATH Open1193.65007OpenAlexW2060669094MaRDI QIDQ990422FDOQ990422

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

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zbMATH Keywords

Markov chainMonte Carlomatrix inversionminimal error

Mathematics Subject Classification ID

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

Cites Work

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• Title not available (Why is that?)
• Title not available (Why is that?)
• Different stochastic algorithms to obtain matrix inversion
• A new iterative Monte Carlo approach for inverse matrix problem
• Parallel Monte Carlo computations for solving SLAE with minimum communications
• New advantages to obtain accurate matrix inversion

Cited In (9)

• Title not available (Why is that?)
• Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem
• Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix
• A new algorithm with maximal rate convergence to obtain inverse matrix
• A 5-instant finite difference formula to find discrete time-varying generalized matrix inverses, matrix inverses, and scalar reciprocals
• A new gradient Monte Carlo algorithm for inverting matrix
• Numerical comparison of Monte Carlo methods for linear systems
• Stochastic inverse matrix computation with minimum variance of errors
• Different stochastic algorithms to obtain matrix inversion

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