Solving Systems of Linear Equations with Relaxed Monte Carlo Method

@article{Tan2002SolvingSO,
  title={Solving Systems of Linear Equations with Relaxed Monte Carlo Method},
  author={Chih Jeng Kenneth Tan},
  journal={The Journal of Supercomputing},
  year={2002},
  volume={22},
  pages={113-123}
}
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. 

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