PREPRINT
99D62D39-7988-4765-8241-9C0599E88457

An ABS Algorithm for a Class of Systems of Stochastic Linear Equations

Hai-Shan Han, Zun-Quan Xia, Antonino Del Popolo
arXiv:math/0105168

Submitted on 21 May 2001

Abstract

This paper is to explore a model of the ABS Algorithms for dealing with a class of systems of linear stochastic equations A xi=eta satisfying eta sim N_m(v, I_{m}). It is shown that the iteration step alpha_{i} is N(V,\pi) and approximation solutions is xi_{i} \sim N_n(U,\Sigma) for this algorithm model. And some properties of (V,\pi)and(U,\Sigma) are given.

Preprint

Comment: 17 pages; report for the III international conference on ABS methods; CAS (Chinese Accademy of Sciences), Beijing, 13-14/05/2001

Subjects: Mathematics - Numerical Analysis; Astrophysics

URL: https://arxiv.org/abs/math/0105168