𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Monte Carlo linear solvers with non-diagonal splitting

✍ Scribed by A. Srinivasan

Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
503 KB
Volume
80
Category
Article
ISSN
0378-4754

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Monte Carlo filters for non-linear state
Monte Carlo filters for non-linear state estimation
✍ Erik BΓΈlviken; Peter J. Acklam; Nils Christophersen; John-Mikal StΓΈrdal πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 224 KB

It is shown through a simple mathematical formula that Monte Carlo computations of Bayesian xlter estimates do not demand many repetitions. A general algorithm is constructed, and its performance on dizcult problems demonstrated.

Semidefinite diagonal directions Monte C
Semidefinite diagonal directions Monte Carlo algorithms for detecting necessary linear matrix inequality constraints
✍ Shafiu Jibrin; Arnon Boneh; Jackie Van Ryzin πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 368 KB

a b s t r a c t Hit-and-run algorithms are Monte Carlo methods for detecting necessary constraints in convex programming including semidefinite programming. The well known of these in semidefinite programming are semidefinite coordinate directions (SCD), semidefinite hypersphere directions (SHD) and