Modified hybrid Monte Carlo method to compute matrix inversion
Publish place: 2rd International Conference on Soft Computing
Publish Year: 1396
نوع سند: مقاله کنفرانسی
زبان: English
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شناسه ملی سند علمی:
CSCG02_017
تاریخ نمایه سازی: 7 اسفند 1396
Abstract:
In this work, we exert some modifications in the hybrid Morkov chain Monte Carlo algorithms for matrix inversion. We suggest a new technique to approximate the inverse of the strictly diagonally dominant matrix and we impose corrections in the hybrid Monte Carlo algorithm to obtain the inverse matrix in general. Finally, we represent numerical examples to show the correctness of the theoretical results.
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Authors
Behrouz Fathi-Vajargah
Department of Statistics, University of Guilan, P.O. Box ۴۱ ۳۳۵-۱۹۱۴
Zeinab Hassanzadeh
Department of Applied Mathematics, University of Guilan, P.O. Box ۴۱ ۳۳۵-۱۹۱۴