Solving Linear Equations by Monte Carlo Simulation

DOI10.1137/04060500XMaRDI QIDQ5470329zbMATH OpenOpenAlexFDO

Authors Giray Ökten

Publication date 30 May 2006

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/04060500x

zbMATH Keywords

average complexitycomparison of methodsKrylov subspace methodsmatrix equationsMonte Carlo estimatornumerical resultsparallel computingrandom variable generationrandom walksscalingsystems of linear equations

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Iterative numerical methods for linear systems (65F10) Parallel numerical computation (65Y05) Complexity and performance of numerical algorithms (65Y20)

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