Solving Systems of Linear Equations with Relaxed Monte Carlo Method

Authors:
Chih Jeng Kenneth Tan
Affiliations:
School of Computer Science, The Queen's University of Belfast, Belfast BT7 1NN, Northern Ireland, United Kingdom cjtan@acm.org
Venue:
The Journal of Supercomputing - Special issue on computational issues in fluid dynamics optimization and simulation
Year:
2002

Citing 3
Cited 2

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Abstract

The problem of solving systems of linear algebraic equations by parallel Monte Carlo numerical methods is considered. A parallel Monte Carlo method with relaxation is presented. This is a report of a research in progress, showing the effectiveness of this algorithm. Theoretical justification of this algorithm and numerical experiments are presented. The algorithms were implemented on a cluster of workstations using MPI.