Research output: Contribution to journal › Article › peer-review
Application of Monte-Carlo method for estimating of some components of the solution of a linear algebraic equation set has been discussed. The stochastic stability for the special Monte-Carlo method with the intermediate results storage for solving linear equations has been investigated. The sufficient conditions of the stochastic stability for solving linear equation sets by the special Monte-Carlo method have been obtained. This method has allowed to solve such linear equation sets whose spectral radii of the transfer matrix moduli exceed one.
Original language | Russian |
---|---|
Pages (from-to) | 8-11 |
Number of pages | 4 |
Journal | Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya |
Issue number | 3 |
State | Published - Jul 1996 |
ID: 74202798