Parallel computations of eigenvalues based on a Monte Carlo approach

DOI10.1515/MCMA.1998.4.1.33MaRDI QIDQ4392296zbMATH OpenOpenAlexFDO

Authors Aneta Karaivanova, I. Dimov

Publication date 2 August 1998

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma.1998.4.1.33

zbMATH Keywords

algorithm complexitylarge sparse symmetric matricesMarkov chainparallel computationparallel Monte Carlo algorithmresolvent matrix iterationssmallest eigenvalues

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Monte Carlo methods (65C05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Parallel numerical computation (65Y05) Complexity and performance of numerical algorithms (65Y20)

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