Solving Linear Equations by Monte Carlo Simulation

DOI10.1137/04060500XzbMath1091.65003OpenAlexW2092826966MaRDI QIDQ5470329

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

comparison of methodsnumerical resultsrandom walksparallel computingscalingmatrix equationsKrylov subspace methodsaverage complexityrandom variable generationsystems of linear equationsMonte Carlo estimator

Mathematics Subject Classification ID

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

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