Different stochastic algorithms to obtain matrix inversion

摘要

In this paper we present different Monte Carlo algorithms to obtain inverse matrix. Here, we first determine two algorithms and describe their restrictions to be applicable for computing the inversion of a nonsingular matrix. Then, we establish an efficient algorithm to obtain approximate inversion of an arbitrary nonsingular matrix. This algorithm obtain an accurate inversion when the other two algorithm are broken down. Finally, we compare the performances of third algorithm with two previous algorithms.