Monte Carlo Algorithm For Matrices in Solving Systems of Linear Equations, Determinants, Inverse, Eigen Values, and Eigenvectors.

The This study sought to establish the general applicability of Monte Carlo algorithm for matrices in solving systems of linear equations, determinants, inverse, Eigen values, and Eigen vectors. Linear algebra operations play an important role in scientific computing and data analysis. With increasi...

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Main Author: Bamwine, Delik
Format: Thesis
Language:en_US
Published: Kabale University 2024
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Online Access:http://hdl.handle.net/20.500.12493/1753
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author Bamwine, Delik
author_facet Bamwine, Delik
author_sort Bamwine, Delik
collection KAB-DR
description The This study sought to establish the general applicability of Monte Carlo algorithm for matrices in solving systems of linear equations, determinants, inverse, Eigen values, and Eigen vectors. Linear algebra operations play an important role in scientific computing and data analysis. With increasing data volume and complexity in the "Big Data" era, linear algebra operations are important tools to process massive datasets. On one hand, the advent of modern high-performance computing architectures with increasing computing power has greatly enhanced our capability to deal with a large volume of data. On the other hand, many classical, deterministic numerical linear algebra algorithms have difficulty scaling to handle large data sets. Monte Carlo methods, which are based on statistical sampling, exhibit many attractive properties in dealing with large volumes of datasets, including fast approximated results, memory efficiency, reduced data accesses, natural parallelism, and inherent fault tolerance. This research assessed Monte Carlo methods to accommodate a set of fundamental and ubiquitous large-scale linear algebra operations, including solving large-scale linear systems, constructing low-rank matrix approximation, and approximating the extreme eigenvalues/ eigenvectors, across modern distributed and parallel computing architectures. This research provides me with a solid base of knowledge in numerical linear algebra for parallel high-performance computing systems. Future research should focus on enhancing sampling efficiency in matrix-vector products along MCGMRES iterations and implementing the RSVD algorithm on big data analysis platforms.
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spelling oai:idr.kab.ac.ug:20.500.12493-17532024-06-12T12:50:23Z Monte Carlo Algorithm For Matrices in Solving Systems of Linear Equations, Determinants, Inverse, Eigen Values, and Eigenvectors. Bamwine, Delik Monte Carlo Algorithm Matrices Solving Systems Linear Equations Determinants Inverse Eigen Values and Eigenvectors The This study sought to establish the general applicability of Monte Carlo algorithm for matrices in solving systems of linear equations, determinants, inverse, Eigen values, and Eigen vectors. Linear algebra operations play an important role in scientific computing and data analysis. With increasing data volume and complexity in the "Big Data" era, linear algebra operations are important tools to process massive datasets. On one hand, the advent of modern high-performance computing architectures with increasing computing power has greatly enhanced our capability to deal with a large volume of data. On the other hand, many classical, deterministic numerical linear algebra algorithms have difficulty scaling to handle large data sets. Monte Carlo methods, which are based on statistical sampling, exhibit many attractive properties in dealing with large volumes of datasets, including fast approximated results, memory efficiency, reduced data accesses, natural parallelism, and inherent fault tolerance. This research assessed Monte Carlo methods to accommodate a set of fundamental and ubiquitous large-scale linear algebra operations, including solving large-scale linear systems, constructing low-rank matrix approximation, and approximating the extreme eigenvalues/ eigenvectors, across modern distributed and parallel computing architectures. This research provides me with a solid base of knowledge in numerical linear algebra for parallel high-performance computing systems. Future research should focus on enhancing sampling efficiency in matrix-vector products along MCGMRES iterations and implementing the RSVD algorithm on big data analysis platforms. 2024-01-20T11:00:48Z 2024-01-20T11:00:48Z 2022 Thesis Bamwine, Delik (2022). Monte Carlo Algorithm For Matrices in Solving Systems of Linear Equations, Determinants, Inverse, Eigen Values, and Eigenvectors. Kabale: Kabale University. http://hdl.handle.net/20.500.12493/1753 en_US Attribution-NonCommercial-NoDerivs 3.0 United States http://creativecommons.org/licenses/by-nc-nd/3.0/us/ application/pdf Kabale University
spellingShingle Monte Carlo Algorithm
Matrices
Solving Systems
Linear Equations
Determinants
Inverse
Eigen Values
and Eigenvectors
Bamwine, Delik
Monte Carlo Algorithm For Matrices in Solving Systems of Linear Equations, Determinants, Inverse, Eigen Values, and Eigenvectors.
title Monte Carlo Algorithm For Matrices in Solving Systems of Linear Equations, Determinants, Inverse, Eigen Values, and Eigenvectors.
title_full Monte Carlo Algorithm For Matrices in Solving Systems of Linear Equations, Determinants, Inverse, Eigen Values, and Eigenvectors.
title_fullStr Monte Carlo Algorithm For Matrices in Solving Systems of Linear Equations, Determinants, Inverse, Eigen Values, and Eigenvectors.
title_full_unstemmed Monte Carlo Algorithm For Matrices in Solving Systems of Linear Equations, Determinants, Inverse, Eigen Values, and Eigenvectors.
title_short Monte Carlo Algorithm For Matrices in Solving Systems of Linear Equations, Determinants, Inverse, Eigen Values, and Eigenvectors.
title_sort monte carlo algorithm for matrices in solving systems of linear equations determinants inverse eigen values and eigenvectors
topic Monte Carlo Algorithm
Matrices
Solving Systems
Linear Equations
Determinants
Inverse
Eigen Values
and Eigenvectors
url http://hdl.handle.net/20.500.12493/1753
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