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Enhancing Monte Carlo Preconditioning Methods for Matrix Computations

✍ Scribed by Straßburg, Janko; Alexandrov, Vassil


Book ID
124126625
Publisher
Elsevier
Year
2014
Tongue
English
Weight
370 KB
Volume
29
Category
Article
ISSN
1877-0509

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Adaptive Monte Carlo methods for matrix
✍ Yongzeng Lai 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 498 KB

This paper discusses empirical studies with both the adaptive correlated sequential sampling method and the adaptive importance sampling method which can be used in solving matrix and integral equations. Both methods achieve geometric convergence (provided the number of random walks per stage is lar