Searching for Rare Growth Factors Using Multicanonical Monte Carlo Methods

DOI10.1137/050637662MaRDI QIDQ5432391zbMATH OpenOpenAlexFDO

Authors Tobin A. Driscoll, K. L. Maki

Publication date 3 January 2008

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/2ca4fec99d327df809be8e2502b2540f9431efe3

zbMATH Keywords

Gaussian eliminationgrowth factorsMarkov chain Monte Carlo methodmulticanonical Monte Carlo methodnumerical experimentsrandom matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Direct numerical methods for linear systems and matrix inversion (65F05)

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Cited in

(6)

• On the complete pivoting conjecture for Hadamard matrices: further progress and a good pivots property
• Universal statistics of point vortex turbulence
• Multicanonical MCMC for sampling rare events: an illustrative review
• Hadamard matrices: insights into their growth factor and determinant computations
• Large-deviation properties of largest component for random graphs
• A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification

Describes a project that uses

Uses Software

• Matlab
• mctoolbox

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