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Novel Monte Carlo Algorithm for Solving Singular Linear Systems

  • Behrouz Fathi VajargahEmail author
  • Vassil Alexandrov
  • Samaneh Javadi
  • Ali Hadian
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 10862)

Abstract

A new Monte Carlo algorithm for solving singular linear systems of equations is introduced. In fact, we consider the convergence of resolvent operator \(R_{\lambda }\) and we construct an algorithm based on the mapping of the spectral parameter \(\lambda \). The approach is applied to systems with singular matrices. For such matrices we show that fairly high accuracy can be obtained.

Keywords

Monte Carlo Markov chain Resolvent operator 

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  • Behrouz Fathi Vajargah
    • 1
    Email author
  • Vassil Alexandrov
    • 2
  • Samaneh Javadi
    • 3
  • Ali Hadian
    • 4
  1. 1.Department of StatisticsUniversity of GuilanRashtIran
  2. 2.ICREA-Barcelona Supercomputing CentreBarcelonaSpain
  3. 3.Faculty of Technology and Engineering, East of GuilanUniversity of GuilanRoudsarIran
  4. 4.Department of MathematicsUniversity of GuilanRashtIran

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