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Numerical Experiments with Monte Carlo Methods and SPAI Preconditioner for Solving System of Linear Equations

Bo LiuContact Information, Behrouz FathiContact Information and Vassil AlexandrovContact Information

(7)  Computer Science, The University of Reading, Whiteknight, P.O. Box 225, Reading, UK
Abstract
In this paper we present the results of experiments comparing the performance of the mixed Monte Carlo algorithms and SPAI preconditener with BICGSTAB. The experiments are carried out on a Silicon Graphics ONYX2 machine. Based on our experiments, we conclude that these techniques are comparable from the point of view of robustness and rates of convergence, with the Monte Carlo approach performing better for some general cases and SPAI approach performing better in case of very sparse matrices.

Keywords  Sparse Linear Systems - Preconditioned iterative methods - approximate inverse - SPAI - Monte Carlo methods


Contact Information Bo Liu
Email: b.liu@rdg.ac.uk

Contact Information Behrouz Fathi
Email: fathi@rdg.ac.uk

Contact Information Vassil Alexandrov
Email: alexandrov@rdg.ac.uk
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