QMR: a quasi-minimal residual method for non-Hermitian linear systems.
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Roland W. Freund, N.M. Nachtigall (1991/1992)
Numerische Mathematik
A.W. Bojanczyk, R.P., de Hoog, F. de Brent (1986)
Numerische Mathematik
O'Leary, Dianne P., Bullock, Stephen S. (2005)
ETNA. Electronic Transactions on Numerical Analysis [electronic only]
Erwin Kreyszig (1976)
Elemente der Mathematik
Matejaš, J. (2008)
ELA. The Electronic Journal of Linear Algebra [electronic only]
Gene H. Golub, Urs von Matt (1991)
Numerische Mathematik
Mantica, Giorgio (2007)
ETNA. Electronic Transactions on Numerical Analysis [electronic only]
Denche, M., Bessila, K. (2001)
Mathematical Problems in Engineering
Karaivanova, Aneta (2010)
Serdica Journal of Computing
We present quasi-Monte Carlo analogs of Monte Carlo methods for some linear algebra problems: solving systems of linear equations, computing extreme eigenvalues, and matrix inversion. Reformulating the problems as solving integral equations with a special kernels and domains permits us to analyze the quasi-Monte Carlo methods with bounds from numerical integration. Standard Monte Carlo methods for integration provide a convergence rate of O(N^(−1/2)) using N samples. Quasi-Monte Carlo methods...
Bergamaschi, L., Bru, R., Martínez, A., Putti, M. (2006)
ETNA. Electronic Transactions on Numerical Analysis [electronic only]
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