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Monte Carlo method applied to the solution of simultaneous linear equations

  • Hirotugu Akaike
Article

Keywords

Generation Column Matrix Inversion Maximum Eigenvalue Random Digit Simultaneous Linear Equation 

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References

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    G.E. Forsythe, R. A. Leibler, Matrix Inversion by a Monte Carlo Method.M.T.A.C. vol. 4 (1950), pp. 127–129.MathSciNetGoogle Scholar
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    —, NOTES.M.T.A.C. vol. 5 (1951) p. 55.Google Scholar
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    A. Opler, Monte Carlo Matrix Calculation with Punched Card Machines.M.T.A.C. vol. 5 (1951) pp. 115–120.MathSciNetzbMATHGoogle Scholar
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    H. Kahn, T. E. Harris, Estimation of Particle Transmission by Random Sampling.Monte Carlo Method. National Bureau, of Standards Applied Mathematics Series, No. 12 (1951) pp. 27–30.Google Scholar
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    T. E. Harris, Some Mathematical Models for Branching Processes.Proceedings of the 2nd Barkeley Symposium. (1951) pp. 305–328.Google Scholar
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    M.S. Bartlett,An introduction to stochastic processes. Cambridge University press (1955) pp. 39–44.Google Scholar

Copyright information

© The Institute of Statistical Mathematics, Tokyo 1955

Authors and Affiliations

  • Hirotugu Akaike
    • 1
  1. 1.The Institute of Statistical MathematicsJapan

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