Modified hybrid Monte Carlo method to compute matrix inversion

In this work, we exert some modifications in the hybrid Morkov chain Monte Carlo algorithms for matrix inversion. We suggest a new technique to approximate the inverse of the strictly diagonally dominant matrix and we impose corrections in the hybrid Monte Carlo algorithm to obtain the inverse matrix in general. Finally, we represent numerical examples to show the correctness of the theoretical results.

کلیدواژه ها:

Hybrid Markov chain Monte Carlo ، Transition probability ، Matrix inversion