A Monte Carlo method for computing the action of a matrix exponential on a vector
暂无分享,去创建一个
[1] R. Mattheij,et al. Partial Differential Equations: Modeling, Analysis, Computation (Siam Monographs on Mathematical Modeling and Computation) (Saim Models on Mathematical Modeling and Computation) , 2005 .
[2] R. A. Leibler,et al. Matrix inversion by a Monte Carlo method , 1950 .
[3] V. Alexandrov,et al. Parallel resolvent Monte Carlo algorithms for linear algebra problems , 2001 .
[4] M. Sadiku. Monte Carlo Methods for Electromagnetics , 2009 .
[5] Sean McKee,et al. Monte Carlo Methods for Applied Scientists , 2005 .
[6] J. M. Sellier,et al. A new Walk on Equations Monte Carlo method for solving systems of linear algebraic equations , 2015 .
[7] Piero Lanucara,et al. Domain Decomposition Solution of Elliptic Boundary-Value Problems via Monte Carlo and Quasi-Monte Carlo Methods , 2005, SIAM J. Sci. Comput..
[8] Giray Ökten,et al. Solving Linear Equations by Monte Carlo Simulation , 2005, SIAM J. Sci. Comput..
[9] Marco Caliari,et al. The Leja Method Revisited: Backward Error Analysis for the Matrix Exponential , 2015, SIAM J. Sci. Comput..
[10] Paolo Boldi. TotalRank: ranking without damping , 2005, WWW '05.
[11] Michele Benzi,et al. The Physics of Communicability in Complex Networks , 2011, ArXiv.
[12] Michele Benzi,et al. MATRIX FUNCTIONS , 2006 .
[13] Nicholas J. Higham,et al. Functions of matrices - theory and computation , 2008 .
[14] Juan A. Acebrón,et al. Highly efficient numerical algorithm based on random trees for accelerating parallel Vlasov-Poisson simulations , 2013, J. Comput. Phys..
[15] Michele Benzi,et al. Analysis of Monte Carlo accelerated iterative methods for sparse linear systems , 2017, Numer. Linear Algebra Appl..
[16] Nisheeth K. Vishnoi,et al. Approximating the exponential, the lanczos method and an Õ(m)-time spectral algorithm for balanced separator , 2011, STOC '12.
[17] W. Stewart,et al. A numerical study of large sparse matrix exponentials arising in Markov chains 1 1 This work has ben , 1999 .
[18] M. Pusa,et al. Computing the Matrix Exponential in Burnup Calculations , 2010 .
[19] M. Benzi,et al. Quadrature rule-based bounds for functions of adjacency matrices , 2010 .
[20] Tim B. Swartz,et al. Approximating Integrals Via Monte Carlo and Deterministic Methods , 2000 .
[21] Ivan Todor Dimov,et al. A new highly convergent Monte Carlo method for matrix computations 1 Supported by The Royal Society , 1998 .
[22] Yaohang Li,et al. Convergence Analysis of Markov Chain Monte Carlo Linear Solvers Using Ulam-von Neumann Algorithm , 2013, SIAM J. Numer. Anal..
[23] Chung-Kuan Cheng,et al. Power grid simulation using matrix exponential method with rational Krylov subspaces , 2013, 2013 IEEE 10th International Conference on ASIC.
[24] R. Merris. Laplacian matrices of graphs: a survey , 1994 .
[25] M. Eiermann,et al. Implementation of a restarted Krylov subspace method for the evaluation of matrix functions , 2008 .
[26] Michele Benzi,et al. Total communicability as a centrality measure , 2013, J. Complex Networks.
[27] Awad H. Al-Mohy,et al. Computing matrix functions , 2010, Acta Numerica.
[28] C. Lubich,et al. Error Bounds for Exponential Operator Splittings , 2000 .
[29] Awad H. Al-Mohy,et al. Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators , 2011, SIAM J. Sci. Comput..
[30] Francisco Bernal,et al. An Efficient Algorithm for Accelerating Monte Carlo Approximations of the Solution to Boundary Value Problems , 2015, Journal of Scientific Computing.