Parallel resolvent Monte Carlo algorithms for linear algebra problems

被引：27
|
作者：
Dimov, I
Alexandrov, V
Karaivanova, A
机构：
[1] Bulgarian Acad Sci, CLPP, BU-1113 Sofia, Bulgaria
[2] Univ Liverpool, Dept Comp Sci, Liverpool L69 3BX, Merseyside, England
来源：
MATHEMATICS AND COMPUTERS IN SIMULATION | 2001年 / 55卷 / 1-3期
关键词：
Monte Carlo algorithms; Markov chain; resolvent MC (RMC) algorithm;
D O I：
10.1016/S0378-4754(00)00243-3
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
In this paper, we consider Monte Carlo (MC) algorithms based on the use of the resolvent matrix for solving linear algebraic problems. Estimates for the speedup and efficiency of the algorithms are presented. Some numerical examples performed on cluster of workstations using MPI are given. (C) 2001 IMACS. Published by Elsevier Science B.V. All rights reserved.
引用
收藏
页码：25 / 35
页数：11
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