Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair

MaRDI QIDQ717786zbMATH OpenFDO

Authors Farshid Mehrdoust, Behrouz Fathi Vajargah

Publication date 5 October 2011

Published in Computer Science Journal of Moldova (Search for Journal in Brave)

zbMATH Keywords

Markov chaineigenvaluesnumerical resultseigenvectorspreconditioningeigenpairlarge scale of matricesmatrix balancingrobust Monte Carlo algorithmstochastic error

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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