Optimality Notions for Resolvent Monte Carlo
Resolvent Monte Carlo estimates eigenvalues of large matrices by sampling Markov chains and reading the target value off a truncated resolvent quotient, trading exact arithmetic for a stochastic error that the almost-optimal sampling scheme is designed to suppress. This paper studies when that error...
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| Hlavní autoři: | , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
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MDPI AG
2026-08-01
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| Edice: | Mathematics |
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| On-line přístup: | https://www.mdpi.com/2227-7390/14/16/2930 |
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