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Coarse grained parallel Monte Carlo algorithms for solving SLAE using PVM

  • V. Alexandrov
  • F. Dehne
  • A. Rau-Chaplin
  • K. Taft
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 1497)

Abstract

The problem of solving System of Linear Algebraic Equations (SLAE) by parallel Monte Carlo numerical methods is considered. Three Monte Carlo algorithms are presented. In case when copy of the matrix is sent to each processor the execution time for solving SLAE by Monte Carlo on p processors is bounded by O(nNT/p) (excluding the initial loading of the data) where N is the number of chains and T is the length of the chain in the stochastic process, which are independent of matrix size n.

Numerical tests are performed for a number of dense and sparse test matrices using PVM on a cluster of workstations.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1998

Authors and Affiliations

  • V. Alexandrov
    • 1
  • F. Dehne
    • 2
  • A. Rau-Chaplin
    • 3
  • K. Taft
    • 1
  1. 1.Department of Computer ScienceUniversity of LiverpoolLiverpoolUK
  2. 2.School of Computer ScienceCarleton UniversityOttawaCanada
  3. 3.Faculty of Computer Science, DalTechDalhousie UniversityHalifaxCanada

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