New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue

DOI10.1080/00207160.2010.548516zbMath1229.65023OpenAlexW2162835840MaRDI QIDQ3101642

Behrouz Fathi-Vajargah, Farshid Mehrdoust

Publication date: 29 November 2011

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2010.548516

zbMATH Keywords

algorithmnumerical resultsMonte Carlo methodMarkov chaingeneralized eigenvalue problemQR methodresolvent matrixdominant generalized eigenvalue

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• A recurrent neural network for real-time matrix inversion
• Different stochastic algorithms to obtain matrix inversion
• Fast Monte Carlo Algorithms for Matrices I: Approximating Matrix Multiplication

This page was built for publication: New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue