Abstract

A new parallel algorithm for the solution of linear systems, based upon the Monte Carlo approach, is shown. The method allows one to obtain 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.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call