An ABS Algorithm for a Class of Systems of Stochastic Linear Equations
Numerical Analysis
2025-10-20 v1 Astrophysics
Numerical Analysis
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)(U,\Sigma) are given.
Cite
@article{arxiv.math/0105168,
title = {An ABS Algorithm for a Class of Systems of Stochastic Linear Equations},
author = {Hai-Shan Han and Zun-Quan Xia and Antonino Del Popolo},
journal= {arXiv preprint arXiv:math/0105168},
year = {2025}
}
Comments
17 pages; report for the III international conference on ABS methods; CAS (Chinese Accademy of Sciences), Beijing, 13-14/05/2001