Optimization of the quasi-Monte Carlo algorithm for solving systems of linear algebraic equations

被引：0
|
作者：
Rukavishnikova A.I.
机构：
来源：
Vestnik St. Petersburg University: Mathematics | 2008年 / 41卷 / 1期
基金：
俄罗斯基础研究基金会;
关键词：
Markov Chain; Monte Carlo Method; Monte Carlo; Linear Algebraic Equation; Discrete Probability Distribution;
D O I：
10.3103/S106345410801010X
中图分类号：
学科分类号：
摘要：
An interesting conclusion about error reduction of the modified quasi-Monte Carlo method for solving systems of linear algebraic equations is suggested. The Monte Carlo method is compared with the quasi-Monte Carlo method and its modification. The optimal choice of the parameters of the Markov chain for the modified Monte Carlo method applied to solving systems of linear equations is substantiated. © 2008 Allerton Press Inc.
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收藏
页码：60 / 64
页数：4
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