Solving Linear Equations by Monte Carlo Simulation
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Computational Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/04060500X
Reference15 articles.
1. “Monte Carlo” Methods for the Iteration of Linear Operators
2. Asymptotic complexity of Monte Carlo methods for solving linear systems
3. A new highly convergent Monte Carlo method for matrix computations
4. Matrix Inversion by a Monte Carlo Method
5. Sequential Monte Carlo
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