Iterative Monte Carlo algorithms for linear algebra problems

Author:

Dimov I. T.,Karaivanova A. N.

Publisher

Springer Berlin Heidelberg

Reference11 articles.

1. Curtiss, J.H.: Monte Carlo methods for the iteration of linear operators. J. Math Phys. 32, No 4 (1954) 209–232.

2. Curtiss, J.H.: A Theoretical Comparison of the Efficiencies of two classical methods and a Monte Carlo method for Computing one component of the solution of a set of Linear Algebraic Equations. Proc. Symposium on Monte Carlo Methods, John Wiley and Sons (1956) 191–233.

3. Dimov, I.: Minimization of the Probable Error for Some Monte Carlo methods. Proc. Int. Conf. on Mathematical Modeling and Scientific Computation, Varna (1991).

4. Dimov, I., Tonev, O.: Random walk on distant mesh points Monte Carlo methods. Journal of Statistical Physics 70(5/6) (1993) 1333–1342.

5. Dimov, I., Tonev, O.: Monte Carlo algorithms: performance analysis for some computer architectures. Journal of Computational and Applied Mathematics 48 (1993) 253–277.

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