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Conjugate gradient heat bath for ill-conditioned actions.

Abstract:

We present a method for performing sampling from a Boltzmann distribution of an ill-conditioned quadratic action. This method is based on heat-bath thermalization along a set of conjugate directions, generated via a conjugate-gradient procedure. The resulting scheme outperforms local updates for matrices with very high condition number, since it avoids the slowing down of modes with lower eigenvalue, and has some advantages over the global heat-bath approach, compared to which it is more stab...

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Publisher copy:
10.1103/physreve.76.026707

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Institution:
University of Oxford
Department:
Oxford, MPLS, Chemistry, Physical and Theoretical Chem
Role:
Author
Journal:
Physical review. E, Statistical, nonlinear, and soft matter physics
Volume:
76
Issue:
2 Pt 2
Pages:
026707
Publication date:
2007-08-05
DOI:
EISSN:
1550-2376
ISSN:
1539-3755
URN:
uuid:cf693da9-25de-4270-8091-9cc41f95f459
Source identifiers:
271132
Local pid:
pubs:271132
Language:
English
Keywords:

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