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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 stable and allows for more freedom in devising case-specific optimizations.

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Publisher copy:
10.1103/physreve.76.026707

Authors


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Institution:
University of Oxford
Division:
MPLS
Department:
Chemistry
Sub department:
Physical & Theoretical Chem
Role:
Author


Journal:
Physical review. E, Statistical, nonlinear, and soft matter physics More from this journal
Volume:
76
Issue:
2 Pt 2
Pages:
026707
Publication date:
2007-08-01
DOI:
EISSN:
1550-2376
ISSN:
1539-3755


Language:
English
Keywords:
Pubs id:
pubs:271132
UUID:
uuid:cf693da9-25de-4270-8091-9cc41f95f459
Local pid:
pubs:271132
Source identifiers:
271132
Deposit date:
2012-12-20

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