Constrained optimization of the randomized iterative method |
| |
| Authors: | T E Bulgakova A V Voytishek |
| |
| Institution: | (1) Institute of Computational Mathematics and Mathematical Geophysics, Siberian Branch, Russian Academy of Sciences, pr. Akademika Lavrent’eva 6, Novosibirsk, 630090, Russia |
| |
| Abstract: | Selection of conditionally optimal parameters of the randomized iterative method for solving large-scale linear systems of equations is considered. The error of this method is analyzed by analogy with the functional Monte Carlo algorithms. For the simple iteration method, the “column” randomization of the matrix is thoroughly analyzed. |
| |
| Keywords: | system of linear equations iterative method column randomization Monte Carlo method |
| 本文献已被 SpringerLink 等数据库收录！ |
