Във вторник, 14.02.2023 г., от 15:00 часа в зала 403 ще състои съвместна сбирка на семинарите на Международния център за математически науки и секция "Анализ, геометрия и топология". Доклад на тема: Jordan algebra conformal toolbox ще изнесе доц. Тодор Попов (ИЯИЯЕ-БАН, АУБГ). Abstract

A New Walk on Equations Monte Carlo Method for Linear Algebraic Problems Лектор: проф. Иван Димов Час: 16:00 Дата: 14.02.2023 Място: Зала 503 на ИМИ-БАН Резюме: A new Walk on Equations (WE) Monte Carlo algorithm for Linear Algebra (LA) problem, namely, functionals of the solution, eigenvalue problems, etc., is proposed and studied. This algorithm relies on a non-discounted sum of an absorbed random walk. It can be applied for either real or complex matrices. Several techniques like simultaneous scoring or the sequential Monte Carlo method are applied to improve the basic algorithm. Numerical tests are performed on examples with matrices of different size and on systems coming from various important applications. Comparisons with standard deterministic, including unimprovable Conjugate Gradient Method (CGM) or Monte Carlo [...]