Parallel resolvent Monte Carlo algorithms for linear algebra problems

In this paper, we consider Monte Carlo (MC) algorithms based on the use of the resolvent matrix for solving linear algebraic problems. Estimates for the speedup and efficiency of the algorithms are presented. Some numerical examples performed on cluster of workstations using MPI are given.

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Year of publication:	2001
Authors:	Dimov, I. ; Alexandrov, V. ; Karaivanova, A.
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 55.2001, 1, p. 25-35
Publisher:	Elsevier
Subject:	Monte Carlo algorithms \| Markov chain \| Resolvent MC (RMC) algorithm

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010749272