Stochastic Algorithms in Linear Algebra - beyond the Markov Chains and von Neumann - Ulam Scheme
نویسنده
چکیده
Sparsified Randomization Monte Carlo (SRMC) algorithms for solving systems of linear algebraic equations introduced in our previous paper [34] are discussed here in a broader context. In particular, I present new randomized solvers for large systems of linear equations, randomized singular value (SVD) decomposition for large matrices and their use for solving inverse problems, and stochastic simulation of random fields. Stochastic projection methods, which I call here ”random row action” algorithms, are extended to problems which involve systems of equations and constrains in the form of systems of linear inequalities.
منابع مشابه
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...
متن کاملVarious topological forms of Von Neumann regularity in Banach algebras
We study topological von Neumann regularity and principal von Neumann regularity of Banach algebras. Our main objective is comparing these two types of Banach algebras and some other known Banach algebras with one another. In particular, we show that the class of topologically von Neumann regular Banach algebras contains all $C^*$-algebras, group algebras of compact abelian groups and ...
متن کاملNonlinear $*$-Lie higher derivations on factor von Neumann algebras
Let $mathcal M$ be a factor von Neumann algebra. It is shown that every nonlinear $*$-Lie higher derivation$D={phi_{n}}_{ninmathbb{N}}$ on $mathcal M$ is additive. In particular, if $mathcal M$ is infinite type $I$factor, a concrete characterization of $D$ is given.
متن کاملStochastic Dynamic Programming with Markov Chains for Optimal Sustainable Control of the Forest Sector with Continuous Cover Forestry
We present a stochastic dynamic programming approach with Markov chains for optimal control of the forest sector. The forest is managed via continuous cover forestry and the complete system is sustainable. Forest industry production, logistic solutions and harvest levels are optimized based on the sequentially revealed states of the markets. Adaptive full system optimization is necessary for co...
متن کاملSubmajorization inequalities associated with $tau$-measurable operators
The aim of this note is to study the submajorization inequalities for $tau$-measurable operators in a semi-finite von Neumann algebra on a Hilbert space with a normal faithful semi-finite trace $tau$. The submajorization inequalities generalize some results due to Zhang, Furuichi and Lin, etc..
متن کامل