Novel Monte Carlo Algorithm for Solving Singular Linear Systems

被引：0

作者：

Vajargah, Behrouz Fathi ^{[1
]}

Alexandrov, Vassil ^{[2
]}

Javadi, Samaneh ^{[3
]}

Hadian, Ali ^{[4
]}

机构：

[1] Univ Guilan, Dept Stat, POB 1914, Rasht, Iran

[2] ICREA Barcelona Supercomp Ctr, Barcelona, Spain

[3] Univ Guilan, Fac Technol & Engn, East Guilan, Roudsar 4489163157, Iran

[4] Univ Guilan, Dept Math, POB 1914, Rasht, Iran

来源：

COMPUTATIONAL SCIENCE - ICCS 2018, PT III | 2018年 / 10862卷

关键词：

Monte Carlo; Markov chain; Resolvent operator;

D O I：

10.1007/978-3-319-93713-7_16

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

A new Monte Carlo algorithm for solving singular linear systems of equations is introduced. In fact, we consider the convergence of resolvent operator R-lambda and we construct an algorithm based on the mapping of the spectral parameter (lambda). The approach is applied to systems with singular matrices. For such matrices we show that fairly high accuracy can be obtained.

引用

页码：202 / 206

页数：5

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