A new iterative Monte Carlo approach for inverse matrix problem

A new approach of iterative Monte Carlo algorithms for the well-known inverse matrix problem is presented and studied. The algorithms are based on a special techniques of iteration parameter choice, which allows to control the convergence of the algorithm for any column (row) of the matrix using dif...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Journal of computational and applied mathematics 1998-05, Vol.92 (1), p.15-35
Hauptverfasser:	Dimov, I.T., Dimov, T.T., Gurov, T.V.
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology Inverse matrix problem Iterative methods Markov chain Mathematics Methods of scientific computing (including symbolic computation, algebraic computation) Monte Carlo algorithms Numerical analysis Numerical analysis. Scientific computation Numerical linear algebra Numerical simulation Sciences and techniques of general use
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!