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.Â