Different stochastic algorithms to obtain matrix inversion
نویسنده
چکیده
In this paper we present different Monte Carlo algorithms to obtain inverse matrix. Here, we first determine two algorithms and describe their restrictions to be applicable for computing the inversion of a nonsingular matrix. Then, we establish an efficient algorithm to obtain approximate inversion of an arbitrary nonsingular matrix. This algorithm obtain an accurate inversion when the other two algorithm are broken down. Finally, we compare the performances of third algorithm with two previous algorithms. 2007 Elsevier Inc. All rights reserved.
منابع مشابه
A new stochastic 3D seismic inversion using direct sequential simulation and co-simulation in a genetic algorithm framework
Stochastic seismic inversion is a family of inversion algorithms in which the inverse solution was carried out using geostatistical simulation. In this work, a new 3D stochastic seismic inversion was developed in the MATLAB programming software. The proposed inversion algorithm is an iterative procedure that uses the principle of cross-over genetic algorithms as the global optimization techniqu...
متن کاملA Direct Matrix Inversion-Less Analysis for Distribution System Power Flow Considering Distributed Generation
This paper presents a new direct matrix inversion-less analysis for radial distribution systems (RDSs). The method can successfully deal with weakly meshed distribution systems. (WMDSs). Being easy to implement, direct methods (DMs) provide an excellent performance. Matrix inversion is the mean reason of divergence and low-efficiency in power flow algorithms. In this paper, the performance of t...
متن کاملJoint Bayesian Stochastic Inversion of Well Logs and Seismic Data for Volumetric Uncertainty Analysis
Here in, an application of a new seismic inversion algorithm in one of Iran’s oilfields is described. Stochastic (geostatistical) seismic inversion, as a complementary method to deterministic inversion, is perceived as contribution combination of geostatistics and seismic inversion algorithm. This method integrates information from different data sources with different scales, as prior informat...
متن کاملParallel 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 ...
متن کاملNon-linear stochastic inversion of 2D gravity data using evolution strategy (ES)
In the current work, a 2D non-linear inverse problem of gravity data is solved using the evolution strategies (ES) to find the thickness of a sedimentary layer in a deep-water situation where a thick sedimentary layer usually exists. Such problems are widely encountered in the early stages of petroleum explorations where potential field data are used to find an initial estimate of the basin geo...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Applied Mathematics and Computation
دوره 189 شماره
صفحات -
تاریخ انتشار 2007