Speaker:
Professor Giray Okten
Institution:
Florida State University
Time:
Wednesday, November 21, 2007 - 11:00am
Location:
MSTB 254
In this talk I will give a survey of Monte Carlo methods for solving linear systems, and present results of recent research on a new estimator. I will also present numerical results comparing a sequential Monte Carlo method with the standard deterministic solvers. I will then describe quasi-Monte Carlo methods, and present results of current research made on a new modification of the Halton sequence.