Solving linear systems by methods based on a probabilistic interpretation

DOI10.1007/BF02243479zbMath0444.65017OpenAlexW1917872047MaRDI QIDQ1144900

Jaap Wessels, J. A. E. E. Van Nunen

Publication date: 1981

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02243479

zbMATH Keywords

probabilistic approachoverrelaxation methodsfaster convergencepoint and block Gauss-Seidel methodspoint and block Jacobi methodsstopping time in a random process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Iterative numerical methods for linear systems (65F10) Optimal stopping in statistics (62L15)

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