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

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

2001-05-21

arxiv.org/abs/math/0105168v1

Mathematics

Numerical Analysis

17 pages; report for the III international conference on ABS methods; CAS (Chinese Accademy of Sciences), Beijing, 13-14/05/20

Scientific paper

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.

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