References on algorithms

Linear albegra

 * Lanczos
 * Arnoldi
 * Generalized minimal residual method (GMRES)
 * Biconjugate gradient stabilized method
 * Singular value decomposition (SVD)

Stochastic methods

 * Metropolis-Hastings
 * Quantum Monte-Carlo
 * Wang-Landau

Renormalization procedures

 * Density-matrix renormalization group
 * Time-evolving block decimation