Monte Carlo algorithms for calculating eigenvalues

MaRDI QIDQ4369781zbMATH OpenFDO

Authors P. I. Yordanova, I. Dimov, Aneta Karaivanova

Publication date 3 February 1998

zbMATH Keywords

band symmetric matriceseigenvaluesinverse Monte Carlo iterative algorithmMonte Carlo almost optimal algorithmsMonte Carlo iterationsnumerical testsparallel computationreal symmetric matricesresolvent matrixresolvent Monte Carlo algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50) Parallel numerical computation (65Y05)

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