A new parallel algorithm for the solution of linear systems, based upon the Monte Carlo approach, is shown. The method allows one to obtain the solution of a linear system with parallel cost growing as the logarithm of the size of the coefficient matrix, and with "probabilistic" error bounded in terms of the Chebyshev inequality.
A Monte Carlo method for the parallel solution of linear systems
Codenotti B;
1989-01-01
Abstract
A new parallel algorithm for the solution of linear systems, based upon the Monte Carlo approach, is shown. The method allows one to obtain the solution of a linear system with parallel cost growing as the logarithm of the size of the coefficient matrix, and with "probabilistic" error bounded in terms of the Chebyshev inequality.File in questo prodotto:
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