Coarse grained parallel Monte Carlo algorithms for solving SLAE using PVM

DOI10.1007/BFB0056591MaRDI QIDQ4225275zbMATH OpenFDO

Authors V. N. Alexandrov, Frank Dehne, Andrew Rau-Chaplin, K. Taft

Publication date 7 June 1999

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://ir.library.carleton.ca/pub/9057

zbMATH Keywords

comparisondirect methodsGauss-Jordan methodsGaussian eliminationinverse matrixMonte Carlo methodsnumerical examplesparallel computationstochastic methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Direct numerical methods for linear systems and matrix inversion (65F05) Parallel numerical computation (65Y05)

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• On construction of parallel algorithms in problems of computational mathematics
• Toward a coherent Monte Carlo simulation of CVA
• Parallel Monte Carlo computations for solving SLAE with minimum communications

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