Towards Monte Carlo preconditioning approach and hybrid Monte Carlo algorithms for Matrix Computations

Parallel Hybrid Monte Carlo Algorithms for Matrix Computations

In this paper we consider hybrid (fast stochastic approximation and deterministic refinement) algorithms for Matrix Inversion (MI) and Solving Systems of Linear Equations (SLAE). Monte Carlo methods are used for the stochastic approximation, since it is known that they are very efficient in finding a quick rough approximation of the element or a row of the inverse matrix or finding a component ...

On Monte Carlo and Quasi-Monte Carlo for Matrix Computations

Hybrid algorithms in quantum Monte Carlo

With advances in algorithms and growing computing powers, quantum Monte Carlo (QMC) methods have become a leading contender for high accuracy calculations for the electronic structure of realistic systems. The performance gain on recent HPC systems is largely driven by increasing parallelism: the number of compute cores of a SMP and the number of SMPs have been going up, as the Top500 list atte...

Cluster hybrid Monte Carlo simulation algorithms.

We show that addition of Metropolis single spin flips to the Wolff cluster-flipping Monte Carlo procedure leads to a dramatic increase in performance for the spin-1/2 Ising model. We also show that adding Wolff cluster flipping to the Metropolis or heat bath algorithms in systems where just cluster flipping is not immediately obvious (such as the spin-3/2 Ising model) can substantially reduce t...

Monte Carlo methods for matrix computations on the grid

Many scientific and engineering applications involve inverting large matrices or solving systems of linear algebraic equations. Solving these problems with proven algorithms for direct methods can take very long to compute, as they depend on the size of the matrix. The computational complexity of the stochastic Monte Carlo methods depends only on the number of chains and the length of those cha...