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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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Autori principali: Tsvetelin Kostadinov, Ivan T. Dimov
Natura: Artigo
Lingua:Inglês
Pubblicazione: MDPI AG 2026-08-01
Serie:Mathematics
Soggetti:
resolvent Monte Carlo
variance reduction
zero-variance estimator
eigenvalue computation
Markov chain Monte Carlo
almost-optimal sampling
Accesso online:https://www.mdpi.com/2227-7390/14/16/2930
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