Article ID Journal Published Year Pages File Type
4634862 Applied Mathematics and Computation 2007 9 Pages PDF
Abstract

In this paper, we present a novel Monte Carlo algorithm for obtaining the inverse of a given nonsingular matrix A   with high accuracy. The method is performed by splitting the given matrix A=D-BA=D-B where D is a strictly diagonally dominant matrix and it can be easily constructed based on matrix A   and B=k‖A‖B=k‖A‖ such that k can be selected as an arbitrary number greater than or equal to 1. The accuracy of presented algorithm is compatible with any numerical method. The theory of the method and its numerical results are also presented.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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