Improvements on the hybrid Monte Carlo algorithms for matrix computations

The Monte Carlo Method.

I. Marcum Jess, N. P. Buslenko, D.I. Golenko et al. · Journal of the American Statistical Association · 1967 · 177 citations

Natural Sciences, Mathematics, Physics +12

A new Walk on Equations Monte Carlo method for solving systems of linear algebraic equations

Ivan Dimov, Sylvain Maire, Jean Michel Sellier · Applied Mathematical Modelling · 2015 · 49 citations

Natural Sciences, Computer Science, Mathematics +13

Convergence Analysis of Markov Chain Monte Carlo Linear Solvers Using Ulam--von Neumann Algorithm

Hao Ji, Michael Mascagni, Yaohang Li · SIAM Journal on Numerical Analysis · 2013 · 41 citations · Full text

Engineering, Computer Science, Mathematics +12

Analysis of Monte Carlo accelerated iterative methods for sparse linear systems

Michele Benzi, Thomas Evans, Steven Hamilton et al. · Numerical Linear Algebra with Applications · 2017 · 30 citations · Full text

Computing, Computer Engineering, Computer Science +17

Monte Carlo methods for matrix computations on the grid

Simon Branford, Cihan Sahin, A. Thandavan et al. · Future Generation Computer Systems · 2007 · 25 citations

Computing, Computer Science, Physics +13