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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| Asıl Yazarlar: | , |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
MDPI AG
2026-08-01
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| Seri Bilgileri: | Mathematics |
| Konular: | |
| Online Erişim: | https://www.mdpi.com/2227-7390/14/16/2930 |
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