Monte Carlo method for estimating eigenvalues using error balancing

DOI10.1007/978-3-030-97549-4_51zbMath1489.65010OpenAlexW4226076303MaRDI QIDQ2128473

Aneta Karaivanova, Silvi-Maria Gurova

Publication date: 22 April 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-97549-4_51

zbMATH Keywords

eigenvalue problemMonte Carlo methodMarkov chain

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Monte Carlo methods (65C05)

Uses Software

• ImageNet
• Adam
• AlexNet

Cites Work

• Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems
• On Monte Carlo and Quasi-Monte Carlo for Matrix Computations
• On the Preconditioned Quasi-Monte Carlo Algorithm for Matrix Computations
• Parallel computations of eigenvalues based on a Monte Carlo approach
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