Hybrid Monte Carlo methods for linear algebraic problems
Forsythe and Leibler presented the first research, in 1950, showing how a matrix could be inverted using Monte Carlo (MC) methods. West and Sobol extended this research by presenting MC algorithms to give statistical estimates for the elements of the inverse matrix, or for the components of the solu...
| Main Author: | |
|---|---|
| Published: |
University of Reading
2008
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.499367 |