Addendum to a paper on the Monte Carlo method (Q1395299)
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scientific article; zbMATH DE number 1940664
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| English | Addendum to a paper on the Monte Carlo method |
scientific article; zbMATH DE number 1940664 |
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Addendum to a paper on the Monte Carlo method (English)
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1 July 2003
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The author shows that the results obtained earlier by \textit{D. L. Danikov} and \textit{S. M. Ermakov} [Zh. Vychisl. Mat. Mat. Fiz. 35, 661-676 (1995; Zbl 0852.65027)] on the comparative complexity of the Monte Carlo method for the solution of sets of linear algebraic equations can be extended to a significantly broader class of estimated complexity of the Monte Carlo method.
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linear algebraic equations
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iterative method
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complexity
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Monte Carlo method
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convergence
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0.8324139714241028
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0.7957683801651001
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0.7932648062705994
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0.7806345820426941
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