Publication Date:
1989
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.
Iris type:
01.01 Articolo in rivista
Keywords:
Monte Carlo method; linear systems
List of contributors:
Codenotti, Bruno
Published in: