Monte Carlo Quasi-Heatbath by approximate inversion
Condensed Matter
2009-10-31 v2 High Energy Physics - Lattice
Abstract
When sampling the distribution P(phi) ~ exp(-|A phi|^2), a global heatbath normally proceeds by solving the linear system A phi = eta, where eta is a normal Gaussian vector, exactly. This paper shows how to preserve the distribution P(phi) while solving the linear system with arbitrarily low accuracy. Generalizations are presented.
Cite
@article{arxiv.cond-mat/9811025,
title = {Monte Carlo Quasi-Heatbath by approximate inversion},
author = {Ph. de Forcrand},
journal= {arXiv preprint arXiv:cond-mat/9811025},
year = {2009}
}
Comments
10 pages, 1 figure; typos corrected, reference added; version to appear in Phys. Rev. E