Parallel resolvent Monte Carlo algorithms for linear algebra problems

I. Dimov, V. Alexandrov and A. Karaivanova

Mathematics and Computers in Simulation (MATCOM), 2001, vol. 55, issue 1, 25-35

Abstract: 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.

Keywords: Monte Carlo algorithms; Markov chain; Resolvent MC (RMC) algorithm (search for similar items in EconPapers)
Date: 2001
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378475400002433
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:55:y:2001:i:1:p:25-35

Access Statistics for this article

Mathematics and Computers in Simulation (MATCOM) is currently edited by Robert Beauwens

More articles in Mathematics and Computers in Simulation (MATCOM) from Elsevier
Bibliographic data for series maintained by Catherine Liu ().