Vector Monte Carlo stochastic matrix-based algorithms for large linear systems

DOI10.1515/MCMA-2016-0112MaRDI QIDQ308409zbMATHOpenAlexFDO

Authors Karl Sabelfeld

Publication date 6 September 2016

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2016-0112

zbMATH Keywords

stochastic matrixbalancingdouble stochastic matricesrandom gradient

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Applications to the sciences (65Z05)

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Cites work

• scientific article; zbMATH DE number 3967776 (Why is no real title available?)
• scientific article; zbMATH DE number 819814 (Why is no real title available?)
• A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
• A randomized Kaczmarz algorithm with exponential convergence
• Concerning nonnegative matrices and doubly stochastic matrices
• Exponential bounds for the probability deviations of sums of random fields
• Matrix scaling: A geometric proof of Sinkhorn's theorem
• Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method
• Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation
• Stochastic algorithms in linear algebra -- beyond the Markov chains and von Neumann-Ulam scheme
• Stochastic iterative projection methods for large linear systems
• Stochastic methods for boundary value problems. Numerics for high-dimensional PDEs and applications
• The rate of convergence of Sinkhorn balancing
• Using Randomization to Break the Curse of Dimensionality

Cited in

(9)

• Stochastic iterative projection methods for large linear systems
• Randomized vector algorithm with iterative refinement for solving boundary integral equations
• Stochastic algorithms in linear algebra -- beyond the Markov chains and von Neumann-Ulam scheme
• Random walk algorithms for solving nonlinear chemotaxis problems
• Fast randomized iteration: diffusion Monte Carlo through the Lens of numerical linear algebra
• Randomized Monte Carlo algorithms for matrix iterations and solving large systems of linear equations
• Randomized vector iterative linear solvers of high precision for large dense system
• scientific article; zbMATH DE number 766199 (Why is no real title available?)
• Stochastic reformulations of linear systems: algorithms and convergence theory

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