Dimov, I.T.; Alexandrov, V.N. - In: Mathematics and Computers in Simulation (MATCOM) 47 (1998) 2, pp. 165-181
In this paper a second degree iterative Monte Carlo method for solving systems of linear algebraic equations and matrix inversion is presented. Comparisons are made with iterative Monte Carlo methods with degree one. It is shown that the mean value of the number of chains N, and the chain length...
