Stochastic inverse matrix computation with minimum variance of errors

DOI10.1016/J.AMC.2007.09.040MaRDI QIDQ924396zbMATH OpenOpenAlexFDO

Authors Behrouz Fathi Vajargah

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

zbMATH Keywords

length of Markov chainsmatrix inversionminimum varianceMonte Carlo methodnumber of trajectoriesnumerical examplesprobability transition

Mathematics Subject Classification ID

Recommendations

• Different stochastic algorithms to obtain matrix inversion
• A way to obtain Monte Carlo matrix inversion with minimal error
• scientific article; zbMATH DE number 5606150
• Targetted stochastic matrix inversion
• A new iterative Monte Carlo approach for inverse matrix problem

Cites work

• Different stochastic algorithms to obtain matrix inversion
• scientific article; zbMATH DE number 3841285 (Why is no real title available?)
• scientific article; zbMATH DE number 3454731 (Why is no real title available?)
• New advantages to obtain accurate matrix inversion

Cited in

(5)

• Targetted stochastic matrix inversion
• Numerical instability of calculating inverse of spatial covariance matrices
• An analysis of stochastic variance reduced gradient for linear inverse problems ^*
• Constructing optimal transition matrix for Markov chain Monte Carlo
• A way to obtain Monte Carlo matrix inversion with minimal error

This page was built for publication: Stochastic inverse matrix computation with minimum variance of errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q924396)