Parallel Quasi-Monte Carlo Methods for Linear Algebra Problems, Monte Carlo Methods and Applications, vol.10, issue.3, pp.4-213, 2004. ,
???Monte Carlo??? Methods for the Iteration of Linear Operators, Journal of Mathematics and Physics, vol.46, issue.1-4, pp.209-232, 1954. ,
DOI : 10.1002/sapm1953321209
A Theoretical Comparison of the Efficiencies of two classical methods and a Monte Carlo method for Computing one component of the solution of a set of Linear Algebraic Equations, Proc. Symposium on Monte Carlo Methods, pp.191-233, 1956. ,
Variational variance reduction for particle transport eigenvalue calculations using Monte Carlo adjoint simulation, Journal of Computational Physics, vol.192, issue.2, pp.387-405, 2003. ,
DOI : 10.1016/j.jcp.2003.07.007
Minimization of the Probable Error for Some Monte Carlo methods, Proc. Int. Conf. on Mathematical Modeling and Scientific Computation House of the Bulgarian Academy of Sciences, pp.159-170, 1991. ,
Monte Carlo Algorithms for Linear Problems, Pliska, Studia Mathematica Bulgarica), vol.13, issue.6, pp.57-77, 2000. ,
Monte Carlo Methods for Applied Scientists, World Scientific, vol.291, 2008. ,
DOI : 10.1142/2813
Parallel resolvent Monte Carlo algorithms for linear algebra problems, Mathematics and Computers in Simulation, vol.55, issue.1-3, pp.25-35, 2001. ,
DOI : 10.1016/S0378-4754(00)00243-3
Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems, Applied Mathematical Modelling, vol.32, issue.8, pp.1511-1529, 2008. ,
DOI : 10.1016/j.apm.2007.04.012
Iterative Monte Carlo algorithms for linear algebra problems, First Workshop on Numerical Analysis and Applications, Numerical Analysis and Its Applications, Springer Lecture Notes in Computer Science, ser. 1196, pp.150-160, 1996. ,
A new highly convergent Monte Carlo method for matrix computations, Mathematics and Computers in Simulation, vol.47, issue.2-5, pp.165-181, 1998. ,
DOI : 10.1016/S0378-4754(98)00101-3
Parallel computations of eigenvalues based on a Monte Carlo approach, Monte Carlo Methods and Applications, vol.4, issue.1, pp.33-52, 1998. ,
DOI : 10.1515/mcma.1998.4.1.33
A Power Method with Monte Carlo Iterations, Recent Advances in Numerical Methods and Applications, World Scientific, pp.239-247, 1999. ,
Performance Analysis of Monte Carlo Algorithms for Some Models of Computer Architectures, International Youth Workshop on Monte Carlo Methods and Parallel Algorithms - Primorsko, Bl. Sendov, I. Dimov) World Scientific, pp.91-95, 1990. ,
Monte Carlo algorithms: performance analysis for some computer architectures, Journal of Computational and Applied Mathematics, vol.48, issue.3, pp.253-277, 1993. ,
DOI : 10.1016/0377-0427(93)90024-6
Matrix Inversion by a Monte Carlo Method, pp.127-129, 1950. ,
Inexact Preconditioned Conjugate Gradient Method with Inner-Outer Iteration, SIAM Journal on Scientific Computing Proceedings of the Cambridge Philosophical Society, vol.21, issue.58, pp.1305-57, 1962. ,
Monte Carlo integration with sequential stratification, p.61, 1969. ,
Sequential Monte Carlo for linear systems ??? a practical summary, Monte Carlo Methods and Applications, vol.14, issue.1, pp.1-27, 2008. ,
DOI : 10.1515/MCMA.2008.001
Kantorovich and V. I. Krylov, Approximate Methods of Higher Analysis Knyazev and I. Lashuk, Steepest Descent and Conjugate Gradient Methods with, Variable Preconditioning SIAM Journal on Matrix Analysis and Applications, vol.2926, issue.4, p.126710060675290, 1137. ,
Reducing variance using iterated control variates, Journal of Statistical Computation and Simulation, vol.73, issue.1, pp.1-29, 2003. ,
DOI : 10.1080/00949650215726
URL : https://hal.archives-ouvertes.fr/hal-01479850
Iterative methods for sparse linear systems, Society for Industrial and Applied Mathematics, p.195, 2003. ,
Monte Carlo Principles and Neutron Transport Problem A Handbook of Numerical matrix Inversion and Solution of Linear Equations NOS4: Lanczos with partial reorthogonalization. Finite element approximation to a beam structure, 1968. ,