Numerical experiments with Monte Carlo methods and SPAI preconditioner for solving system of linear equations

被引：0

作者：

Liu, B ^{[1
]}

Fathi, B ^{[1
]}

Alexandrov, V ^{[1
]}

机构：

[1] Univ Reading, Reading, Berks, England

来源：

COMPUTATIONAL SCIENCE-ICCS 2002, PT II, PROCEEDINGS | 2002年 / 2330卷

关键词：

Sparse Linear Systems; preconditioned iterative methods; approximate inverse; SPAI; Monte Carlo methods;

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：

In this paper we present the results of experiments comparing the performance of the mixed Monte Carlo algorithms and SPAI preconditener with BICGSTAB. The experiments are carried out on a Silicon Graphics ONYX2 machine. Based on our experiments, we conclude that these techniques are comparable from the point of view of robustness and rates of convergence, with the Monte Carlo approach performing better for some general cases and SPAI approach performing better in case of very sparse matrices.

引用

页码：619 / 627

页数：9

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