DOI

The iteration algorithm is used to solve systems of linear algebraic equations by the Monte-Carlo method. Each next iteration is simulated as a random vector such that its expectation coincides with the Seidel approximation of the iteration process. We deduce a system of linear equations such that mutual correlations of components of the limit vector and correlations of two iterations satisfy them. We prove that limit dispersions of the random vector of solutions of the system exist and are finite.

Язык оригиналаанглийский
Страницы (с-по)269-276
Число страниц8
ЖурналVestnik St. Petersburg University: Mathematics
Том49
Номер выпуска3
DOI
СостояниеОпубликовано - 1 июл 2016

    Предметные области Scopus

  • Математика (все)

ID: 15681063