A new Monte Carlo method for solving systems of linear algebraic equations

Fathi-vajargah, Behrouz; Hassanzadeh, Zeinab

doi:10.22034/cmde.2020.30640.1453

A new Monte Carlo method for solving systems of linear algebraic equations

Document Type : Research Paper

Authors

¹ Department of Statistics, Faculty of Mathematical Sciences, University of Guilan, P.O. Box: 41335-19141, Rasht, Iran

² Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, P.O. Box: 41335-19141, Rasht, Iran

10.22034/cmde.2020.30640.1453

Abstract

In this paper, we firstly study the employing of the Monte Carlo method for solving system of linear algebraic equations and then analyze on convergence of this method. We propound new results related to the convergence of the Monte Carlo method. Additionally, we introduce a new Monte Carlo algorithm with effective techniques. Finally, we compare the efficiency of new Monte Carlo algorithm with its old version in the numerical experiments.

Keywords