A note on the inversion of matrices by random walks
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- by W. R. Wasow PDF
- Math. Comp. 6 (1952), 78-81 Request permission
References
- George E. Forsythe and Richard A. Leibler, Matrix inversion by a Monte Carlo method, Math. Tables Aids Comput. 4 (1950), 127–129. MR 38138, DOI 10.1090/S0025-5718-1950-0038138-X
- John H. Curtiss, Sampling methods applied to differential and difference equations, Proceedings, Seminar on Scientific Computation, November, 1949, International Business Machines Corp., New York, N. Y., 1950, pp. 87–109. MR 0043564
- Wolfgang Wasow, Random walks and the eigenvalues of elliptic difference equations, J. Research Nat. Bur. Standards. 46 (1951), 65–73. MR 0055032, DOI 10.6028/jres.046.010
Additional Information
- © Copyright 1952 American Mathematical Society
- Journal: Math. Comp. 6 (1952), 78-81
- MSC: Primary 65.0X
- DOI: https://doi.org/10.1090/S0025-5718-1952-0055033-2
- MathSciNet review: 0055033