Randomized method of successive approximations for solving systems of linear algebraic equations

被引：4
|
作者：
Bulavskii, YV
机构：
[1] Computing Center, The Siberian Branch of the Russian Academy of Sciences
来源：
RUSSIAN JOURNAL OF NUMERICAL ANALYSIS AND MATHEMATICAL MODELLING | 1995年 / 10卷 / 06期
基金：
俄罗斯基础研究基金会;
关键词：
D O I：
10.1515/rnam.1995.10.6.481
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We suggest that the multiplication of a matrix by a vector for systems with dense matrices in the method of successive approximations should be randomized. For the special case we obtain the familiar Neumann-Ulam scheme for solving systems of linear algebraic equations. The method is intended to find the statistical characteristics of solutions to equations with stochastic parameters.
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页码：481 / 493
页数：13
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