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 parameter and dispersion reduction using antithetic variates 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.
Now at SHARCNET, Western Science Center, The University of Western Ontario, London, Ontario, Canada N6A 5B7.
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Tan, C.J.K. (2002). Antithetic Monte Carlo Linear Solver. In: Sloot, P.M.A., Hoekstra, A.G., Tan, C.J.K., Dongarra, J.J. (eds) Computational Science — ICCS 2002. ICCS 2002. Lecture Notes in Computer Science, vol 2330. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-46080-2_40
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