Monte Carlo methods for systems of linear equation

MaRDI QIDQ5308921zbMATH OpenFDO

Authors Natalia C. Roşca

Publication date 8 October 2007

zbMATH Keywords

algorithm complexitylinear systemsMonte Carlo methodrandom number generation

Mathematics Subject Classification ID

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

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(23)

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• The relative costs of the Monte Carlo method for solving systems of linear algebraic equations
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• A new \textit{walk on equations} Monte Carlo method for solving systems of linear algebraic equations
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• Solving systems of equations with multi-stage Monte Carlo optimization
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• Multiway Monte Carlo method for linear systems
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• Monte Carlo methods and least square problems
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• Monte Carlo method for the real and complex fuzzy system of linear algebraic equations
• About one Monte Carlo method for solving linear equations
• Optimization of the quasi-Monte Carlo algorithm for solving systems of linear algebraic equations

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