Parallel resolvent Monte Carlo algorithms for linear algebra problems

Mathematics and Computers in Simulation

Volumn 55, Issue 1-3, 2001, Pages 25-35

  Dimov, I ^a   Alexandrov, V ^b   Karaivanova, A ^a  

^a BULGARIAN ACADEMY OF SCIENCES   (Bulgaria)

^b UNIVERSITY OF LIVERPOOL   (United Kingdom)

Author keywords

Markov chain; Monte Carlo algorithms; Resolvent MC (RMC) algorithm

Indexed keywords

ALGEBRA; COMPUTATIONAL COMPLEXITY; COMPUTER WORKSTATIONS; MARKOV PROCESSES; MONTE CARLO METHODS; PARALLEL ALGORITHMS;

PARALLEL RESOLVENT ALGORITHMS;

PARALLEL PROCESSING SYSTEMS;

EID: 0034918478     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4754(00)00243-3     Document Type: Article

References (7)

1. Iterative Monte Carlo algorithms for linear algebra problems
2. Minimization of the probable error for Monte Carlo methods