MONTE CARLO ALGORITHMS FOR SOLVING LINEAR SYSTEMS

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FATHI VAJARGAH BEHROUZ

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Journal: Journal of Operational Research in its Applications Year:2005 | Volume:2 | Issue:5 Page(s): 58-49

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Information Journal Paper

Title

MONTE CARLO ALGORITHMS FOR SOLVING LINEAR SYSTEMS

Author(s)

FATHI VAJARGAH BEHROUZ | Issue Writer Certificate

Keywords

MONTE CARLOQ2

MARKOV CHAINQ2

LINEAR SYSTEMQ2

TRANSITION PROBABILITIESQ2

RANDOM WALKQ2

Abstract

This paper presents two different MONTE CARLO algorithms for obtaining the solution of vector x in LINEAR SYSTEM x=Ax+f, where A is a given non singular matrix and f is a known vector with the same size as A. In this paper, we consider two individual TRANSITION PROBABILITIES for our MONTE CARLO computations. Considering different statistical nature for generating the RANDOM WALK to select the nonzero entries of the coefficient matrix A, are caused different accuracy and computational times for our employed algorithms.We first make MONTE CARLO estimator for the elements of the solution vector x, then we determine the MONTE CARLO estimation of the solution vector x based on its unbiased estimator. Finally, we present the computational results obtained by two different TRANSITION PROBABILITIES.

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APA: Copy

FATHI VAJARGAH, BEHROUZ. (2005). MONTE CARLO ALGORITHMS FOR SOLVING LINEAR SYSTEMS. JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS), 2(5), 58-49. SID. https://sid.ir/paper/356440/en

Vancouver: Copy

FATHI VAJARGAH BEHROUZ. MONTE CARLO ALGORITHMS FOR SOLVING LINEAR SYSTEMS. JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS)[Internet]. 2005;2(5):58-49. Available from: https://sid.ir/paper/356440/en

IEEE: Copy

BEHROUZ FATHI VAJARGAH, “MONTE CARLO ALGORITHMS FOR SOLVING LINEAR SYSTEMS,” JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS), vol. 2, no. 5, pp. 58–49, 2005, [Online]. Available: https://sid.ir/paper/356440/en

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