Antithetic Monte Carlo linear solver

被引：0
|
作者：
Tan, CJK [1 ]
机构：
[1] Queens Univ Belfast, Sch Comp Sci, Belfast BT7 1NN, Antrim, North Ireland
来源：
COMPUTATIONAL SCIENCE-ICCS 2002, PT II, PROCEEDINGS | 2002年 / 2330卷
关键词：
Monte Carlo method; linear solver; systems of linear algebraic equations; parallel algorithms;
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：
The problem of solving systems of linear algebraic equations by parallel Monte Carlo numerical methods is considered. A parallel Monte Carlo method with relaxation parameter and dispersion reduction using antithetic variates is presented. This is a report of a research in progress, showing the effectiveness of this algorithm. Theoretical justification of this algorithm and numerical experiments are presented. The algorithms were implemented on a cluster of workstations using MPI.
引用
收藏
页码：383 / 392
页数：10
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