A Multilevel Monte Carlo Estimator for Matrix Multiplication

Yue Wu,Nick Polydorides

A Multilevel Monte Carlo Estimator for Matrix Multiplication

2020

Yue Wu
Nick Polydorides

Inspired by recent developments in multilevel Monte Carlo (MLMC) methods and randomized sketching for linear algebra problems, we propose an MLMC estimator for real-time processing of matrix struct...

Keywords:

Matrix multiplication
Applied mathematics
Estimator
struct
Monte Carlo method
Linear algebra
monte carlo estimator
Mathematics
Multiplication
Matrix (mathematics)

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