Constrained optimization of the randomized iterative method

被引：1

作者：

Bulgakova, T. E. ^{[1
]}

Voytishek, A. V. ^{[1
]}

机构：

[1] Russian Acad Sci, Inst Computat Math & Math Geophys, Siberian Branch, Novosibirsk 630090, Russia

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2009年 / 49卷 / 07期

基金：

俄罗斯基础研究基金会;

关键词：

system of linear equations; iterative method; column randomization; Monte Carlo method;

D O I：

10.1134/S0965542509070021

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：1093 / 1102

页数：10

共 15 条

[1] Bakhvalov N. S., 1975, Numerical Methods
[2] Borovkov A. A., 1986, PROBABILITY THEORY
[3] Randomized method of successive approximations for solving systems of linear algebraic equations
Bulavskii, YV
[J]. RUSSIAN JOURNAL OF NUMERICAL ANALYSIS AND MATHEMATICAL MODELLING, 1995, 10 (06) : 481 - 493
[4] BULAVSKY YV, 1996, MATH METHODS STOCHAS, P64
[5] Kantorovich L. V., 1982, FUNCTIONAL ANAL, DOI DOI 10.1016/C2013-0-03044-7
[6] KONOVALOV AN, 1993, INTRO COMPUTATIONAL
[7] Marchuk G.I., 1982, METHODS NUMERICAL MA
[8] Mikhailov G. A., 2006, NUMERICAL STAT SIMUL
[9] Mikhailov G. A., 2000, Weighted Monte Carlo Methods
[10] MOTSARTOVA NS, 2008, 46 MEZHD STUD K STUD, P238

← 1 2 →