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We introduce randomized iterative algorithms inspired by the diffusion Monte Carlo algorithm for some common tasks in numerical linear algebra.
Fast Randomized Iteration for Matrix Inversion,Eigenproblems,and Exponentiation
【摘 要】
：
We introduce randomized iterative algorithms inspired by the diffusion Monte Carlo algorithm for some common tasks in numerical linear algebra.
【机 构】
：
Univ.of Chicago
【出 处】
：
第八届工业与应用数学国际大会
【发表日期】
：
2015年期
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