A new Monte Carlo method for solving systems of linear algebraic equations
عنوان مقاله: A new Monte Carlo method for solving systems of linear algebraic equations
شناسه ملی مقاله: JR_CMDE-9-1_010
منتشر شده در در سال 1400
شناسه ملی مقاله: JR_CMDE-9-1_010
منتشر شده در در سال 1400
مشخصات نویسندگان مقاله:
- - - Department of Statistics, Faculty of Mathematical Sciences, University of Guilan, P.O. Box: ۴۱۳۳۵-۱۹۱۴۱, Rasht, Iran
- - - Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, P.O. Box: ۴۱۳۳۵-۱۹۱۴۱, Rasht, Iran
خلاصه مقاله:
- - - Department of Statistics, Faculty of Mathematical Sciences, University of Guilan, P.O. Box: ۴۱۳۳۵-۱۹۱۴۱, Rasht, Iran
- - - Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, P.O. Box: ۴۱۳۳۵-۱۹۱۴۱, Rasht, Iran
In this paper, we firstly study the employing of the Monte Carlo method for solving system of linear algebraic equations and then analyze on convergence of this method. We propound new results related to the convergence of the Monte Carlo method. Additionally, we introduce a new Monte Carlo algorithm with effective techniques. Finally, we compare the efficiency of new Monte Carlo algorithm with its old version in the numerical experiments.
کلمات کلیدی: System of linear algebraic equations, Monte Carlo method, Transition probability matrix, Spectral radius, Ergodic Markov chain
صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/1597967/