首页 | 本学科首页   官方微博 | 高级检索  
     


A parallel approach for determining confidence intervals of variable statistics in large and sparse linear equations with RHS ranges
Abstract:This study proposes an algorithm capable of working in parallel for solving variable statistics with large and sparse linear equations under given right hand side ranges. A comparative study to the direct linear programming method is conducted under a main central processor and up to four parallel processors. The studied results are reported computationally and discussed. Moreover, the approach can be adapted for the system under domain decompositions structure leading to a better efficiency experimentally in a case example.
Keywords:Large and sparse systems  statistical confidence intervals  covariance matrix  parallel computing
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号