Carlo Freiherr von Erlanger

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

The convergence of Markov chain–based Monte Carlo linear solvers using the Ulam– von Neumann algorithm for a linear system of the form x = Hx + b is investigated in this paper. We analyze the convergence of the Monte Carlo solver based on the original Ulam–von Neumann algorithm under the conditions that ‖H‖ < 1 as well as ρ(H) < 1, where ρ(H) is the spectral radius of H. We find that although t...

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c © 2006 by John von Neumann Institute for Computing Permission to make digital or hard copies of portions of this work for personal or classroom use is granted provided that the copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. To copy otherwise requires prior specific permission by the publisher ment...

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ژورنال

عنوان ژورنال: Journal für Ornithologie

سال: 1905

ISSN: 0021-8375,1439-0361

DOI: 10.1007/bf02089386