Parallel Monte Carlo methods with compressed data for solving linear systems

被引：0

作者：

Vajargah, BF ^{[1
]}

Taft, K ^{[1
]}

机构：

[1] Univ Reading, Dept Comp Sci, Reading RG6 2AH, Berks, England

来源：

CCCT 2003, VOL 4, PROCEEDINGS: COMPUTER, COMMUNICATION AND CONTROL TECHNOLOGIES: I | 2003年

关键词：

diagonally dominant; sparse matrix; Markov chain; Monte Carlo; systems of linear algebraic equations;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Here it is shown that limited hardware systems can be used to solve large systems of linear algebraic equations. The non-singular matrix B, in the Bx = phi system is compressed to a vector format and utilised in the simulation of the matrix to be solved by a Markov chain system.

引用

页码：293 / 298

页数：6

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