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2018 | OriginalPaper | Chapter

Novel Monte Carlo Algorithm for Solving Singular Linear Systems

Authors : Behrouz Fathi Vajargah, Vassil Alexandrov, Samaneh Javadi, Ali Hadian

Published in: Computational Science – ICCS 2018

Publisher: Springer International Publishing

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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.

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Metadata
Title
Novel Monte Carlo Algorithm for Solving Singular Linear Systems
Authors
Behrouz Fathi Vajargah
Vassil Alexandrov
Samaneh Javadi
Ali Hadian
Copyright Year
2018
DOI
https://doi.org/10.1007/978-3-319-93713-7_16

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