On Monte Carlo Hybrid Methods for Linear Algebra

This paper presents an enhanced hybrid (e.g. stochastic/deterministic) method for Linear Algebra based on bulding an efficient stochastic s and then solving the corresponding System of Linear Algebraic Equations (SLAE) by applying an iterative method. This is a Monte Carlo preconditioner based on Ma...

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Bibliographic Details

Published in:	2016 7th Workshop on Latest Advances in Scalable Algorithms for Large Scale Systems (ScalA) pp. 81 - 88
Main Authors:	Davila, Diego, Alexandrov, Vassil, Esquivel-Flores, Oscar A.
Format:	Conference Proceeding
Language:	English
Published:	IEEE 01.11.2016
Subjects:	Algorithm design and analysis Approximation algorithms Hybrid Methods for Linear Algebra Iterative methods Linear algebra Mathematical model Monte Carlo Monte Carlo methods Parallelization Preconditioners Sparse matrices
Online Access:	Get full text
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