Conjugate gradient heat bath for ill-conditioned actions
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 mat...
Main Authors: | , , |
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Format: | Journal article |
Language: | English |
Published: |
2007
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