Computational performances of new Monte Carlo algorithm in comparison to SPAI preconditioner for solving linear systems

zbMATH Open1131.65032MaRDI QIDQ5437704FDOQ5437704

Authors: Behrouz Fathi Vajargah 

Publication date: 28 January 2008

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zbMATH Keywords

Markov chainnumerical exampleslinear systemsparseMonte Carlo algorithmsBICGSTABSPAI preconditioner

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Linear ordinary differential equations and systems (34A30)

Cited In (2)

• Towards Monte Carlo preconditioning approach and hybrid Monte Carlo algorithms for matrix computations
• Title not available (Why is that?)

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