{"title":"大型密集系统高精度随机向量迭代线性求解器","authors":"Karl K. Sabelfeld, Anastasiya Kireeva","doi":"10.1515/mcma-2023-2013","DOIUrl":null,"url":null,"abstract":"Abstract In this paper we suggest randomized linear solvers with a focus on refinement issue to achieve a high precision while maintaining all the advantages of the Monte Carlo method for solving systems of large dimension with dense matrices. It is shown that each iterative refinement step reduces the error by one order of magnitude. The crucial point of the suggested method is, in contrast to the standard Monte Carlo method, that the randomized vector algorithm computes the entire solution column at once, rather than a single component. This makes it possible to efficiently construct the iterative refinement method. We apply the developed method for solving a system of elasticity equations.","PeriodicalId":46576,"journal":{"name":"Monte Carlo Methods and Applications","volume":"13 1","pages":"0"},"PeriodicalIF":0.8000,"publicationDate":"2023-10-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Randomized vector iterative linear solvers of high precision for large dense system\",\"authors\":\"Karl K. Sabelfeld, Anastasiya Kireeva\",\"doi\":\"10.1515/mcma-2023-2013\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract In this paper we suggest randomized linear solvers with a focus on refinement issue to achieve a high precision while maintaining all the advantages of the Monte Carlo method for solving systems of large dimension with dense matrices. It is shown that each iterative refinement step reduces the error by one order of magnitude. The crucial point of the suggested method is, in contrast to the standard Monte Carlo method, that the randomized vector algorithm computes the entire solution column at once, rather than a single component. This makes it possible to efficiently construct the iterative refinement method. We apply the developed method for solving a system of elasticity equations.\",\"PeriodicalId\":46576,\"journal\":{\"name\":\"Monte Carlo Methods and Applications\",\"volume\":\"13 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2023-10-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Monte Carlo Methods and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/mcma-2023-2013\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Monte Carlo Methods and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/mcma-2023-2013","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Randomized vector iterative linear solvers of high precision for large dense system
Abstract In this paper we suggest randomized linear solvers with a focus on refinement issue to achieve a high precision while maintaining all the advantages of the Monte Carlo method for solving systems of large dimension with dense matrices. It is shown that each iterative refinement step reduces the error by one order of magnitude. The crucial point of the suggested method is, in contrast to the standard Monte Carlo method, that the randomized vector algorithm computes the entire solution column at once, rather than a single component. This makes it possible to efficiently construct the iterative refinement method. We apply the developed method for solving a system of elasticity equations.