Comparison of the Computational Cost of a Monte Carlo and Deterministic Algorithm for Computing Bilinear Forms of Matrix Powers

Author:

Weihrauch Christian,Dimov Ivan,Branford Simon,Alexandrov Vassil

Publisher

Springer Berlin Heidelberg

Reference17 articles.

1. Alexandrov, V., Atanassov, E., Dimov, I.: Parallel Quasi-Monte Carlo Methods for Linear Algebra Problems. Monte Carlo Methods and Applications 10(3-4), 213–219 (2004)

2. Dimov, I.: Minimization of the Probable Error for Some Monte Carlo methods. In: Proc. Int. Conf. on Mathematical Modeling and Scientific Computation, Albena, Bulgaria, Sofia, pp. 159–170. Publ. House of the Bulgarian Academy of Sciences (1991)

3. Dimov, I.: Monte Carlo Algorithms for Linear Problems. Pliska (Studia Mathematica Bulgarica) 13, 57–77 (2000)

4. Dimov, I., Alexandrov, V., Karaivanova, A.: Parallel resolvent Monte Carlo algorithms for linear algebra problems. J. Mathematics and Computers in Simulation 55, 25–35 (2001)

5. Dimov, I., Dimov, T., Gurov, T.: A New Iterative Monte Carlo Approach for Inverse Matrix Problem. Journal of Computational and Applied Mathematics 92, 15–35 (1997)

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