摘要
解线代数方程组的游动点估计量零方差MonteCarlo迭代格式冯庭桂(北京应用物理与计算数学研究所)AZEROVARIANCEITERATIONSCHEMEOFCOLLISIONESTIMATORFORSOLVINGLINEARALGEBRAICEQ...
Abstract There are two basic estimators for solving linear algebraic equations with Monte Carlo methods. One is the last event estimator and the other is the collision estimator. A zero variance scheme of the last event estimator was given by Pei[7].We will give another one for the collision estimator and describe a fast convergent scheme and show a numerical example.
出处
《数值计算与计算机应用》
CSCD
北大核心
1994年第2期114-119,共6页
Journal on Numerical Methods and Computer Applications