[01179] Applications of a Tiled Monte Carlo Algorithm to the Computation of Matrix Functions
Session Time & Room : 5B (Aug.25, 10:40-12:20) @E603
Type : Contributed Talk
Abstract : We extend our prior work on Monte Carlo algorithms for solving large linear systems to compute other matrix functions such as exponential and logarithm. Our recent algorithm that computes with matrix tiles is shown to guarantee convergence for sufficiently large tiles. We compute matrix functions by summing a polynomial approximation (e.g. Taylor, Chebyshev). We investigate the convergence conditions for each function and optimize the algorithm by adjusting the parameters.