HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
Journal articles

A New Walk on Equations Monte Carlo Method for Linear Algebraic Problems

Abstract : A new Walk on Equations (WE) Monte Carlo algorithm for Linear Algebra (LA) problem is proposed and studied. This algorithm relies on a non-discounted sum of an absorbed random walk. It can be applied for either real or complex matrices. Several techniques like simultaneous scoring or the sequential Monte Carlo method are applied to improve the basic algorithm. Numerical tests are performed on examples with matrices of different size and on systems coming from various applications. Comparisons with standard deterministic or Monte Carlo algorithms are also done.
Document type :
Journal articles
Complete list of metadata

Cited literature [23 references]  Display  Hide  Download

Contributor : Sylvain Maire Connect in order to contact the contributor
Submitted on : Tuesday, April 15, 2014 - 3:08:01 PM
Last modification on : Thursday, January 20, 2022 - 5:30:29 PM
Long-term archiving on: : Tuesday, July 15, 2014 - 11:01:50 AM


Files produced by the author(s)



Ivan Tomov Dimov, Sylvain Maire, Jean-Michel Sellier. A New Walk on Equations Monte Carlo Method for Linear Algebraic Problems. Applied Mathematical Modelling, Elsevier, 2015, 39 (15), ⟨10.1016/j.apm.2014.12.018⟩. ⟨hal-00979044⟩



Record views


Files downloads