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Lecture Notes in Computer Science
In this paper we consider hybrid (fast stochastic approximation and deterministic refinement) algorithms for Matrix Inversion (MI) and Solving Systems of Linear Equations (SLAE). Monte Carlo methods are used for the stochastic approximation, since it is known that they are very efficient in finding a quick rough approximation of the element or a row of the inverse matrix or finding a component of the solution vector. We show how the stochastic approximation of the MI can be combined with adoi:10.1007/11428862_102 fatcat:2pjxpwcaifddnpfk4nty66gt6m