Codenotti B., Flandoli F. A Monte Carlo method for the parallel solution of linear systems. Internal note IEI-B4-41, 1988. |

Abstract (English) |
It is shown a parallel algorithm for the solution of linear systems, based upon the Monte Carlo approach. The method allows obtaining 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. | |

Subject | Linear Systems Parallel algorithms G.1.3 Numerical Analysis. Numerical Linear Algebra. Linear systems (direct and iterative methods) |

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