scientific article; zbMATH DE number 5606153

MaRDI QIDQ3397465zbMATH OpenFDO

Authors Behrouz Fathi Vajargah, Farshid Mehrdoust

Publication date 22 September 2009

zbMATH Keywords

Markov chainreal symmetric matrixdominant eigenvaluesHouseholder methodpower Monte Carlo methodresolvent Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Recommendations

• New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue
• scientific article; zbMATH DE number 1103069
• scientific article; zbMATH DE number 1969621
• scientific article; zbMATH DE number 1179847
• scientific article; zbMATH DE number 5359699
• Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair
• Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem
• A new Monte Carlo power method for the eigenvalue problem of transfer matrices
• Quasi Monte Carlo algorithm for computing smallest and largest generalised eigenvalues
• The Monte Carlo method to find eigenvalues and eigenvectors

Cited in

(5)

• Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem
• The Monte Carlo method to find eigenvalues and eigenvectors
• New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue
• Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair
• Eigenvalue-flipping algorithm for matrix Monte Carlo

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3397465)