## Comparison of the computational cost of a Monte Carlo and deterministic algorithm for computing bilinear forms of matrix powers
Weihrauch, C., Dimov, I., Branford, S. and Alexandrov, V.
(2006)
Full text not archived in this repository. It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing. ## Abstract/SummaryIn this paper we consider bilinear forms of matrix polynomials and show that these polynomials can be used to construct solutions for the problems of solving systems of linear algebraic equations, matrix inversion and finding extremal eigenvalues. An almost Optimal Monte Carlo (MAO) algorithm for computing bilinear forms of matrix polynomials is presented. Results for the computational costs of a balanced algorithm for computing the bilinear form of a matrix power is presented, i.e., an algorithm for which probability and systematic errors are of the same order, and this is compared with the computational cost for a corresponding deterministic method.
Deposit Details University Staff: Request a correction | Centaur Editors: Update this record |