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A New Walk on Equations Monte Carlo Method for Linear Algebraic Problems

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Fig. 1. Relative error for the WE Monte Carlo for all components of the solution and Jacobi method for a matrix of size 5000 × 5000
Fig. 3. Comparison the relative error with the residual for the WE Monte Carlo 100 × 100
Fig. 4. Residual for the WE Monte Carlo for balanced and extremity unbalanced matrix of size n = 10
Fig. 6. Residual for the WE Monte Carlo; the matrix of size is 5000 × 5000. The number of random trajectories for MC is 5n.
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