AN ALGORITHM OF MCMC METHOD FOR SOLVING F(X)=0

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摘要 Analgorithmofcontinuousstage-spaceMCMCmethodforsolvingalgebraequationf(x)=0isgiven.Itisavailableforthecasethatthesignoff(x)changesfrequentlyorthederivativef'(x)doesnotexistintheneighborhoodoftheroot,whiletheNewtonmethodishardtowork.Letnbethenumberofrandomvariablescreatedbycomputerinouralgorithm.Thenafterrn=O(n)transactionsfromtheinitialvalueXo,X^*canbegotsuchthat[f(x^*)|<e-^cm|f(xo)|bychoosingsuitablepositiveconstantc.Anillustrationisalsogivenwiththediscussionofconvergencebyadjustingtheparametersinthealgorithm.
机构地区 不详
出版日期 2004年01月11日(中国期刊网平台首次上网日期,不代表论文的发表时间)