Quasi Monte Carlo algorithm for computing smallest and largest generalised eigenvalues

DOI10.21914/ANZIAMJ.V52I0.3437zbMATH Open1333.65037OpenAlexW1654317170MaRDI QIDQ3466465FDOQ3466465

Authors: Behrouz Fathi Vajargah, Farshid Mehrdoust 

Publication date: 1 February 2016

Published in: ANZIAM Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21914/anziamj.v52i0.3437

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zbMATH Keywords

Markov chaindiscrepancyquasi Monte Carloresolvent matrixgeneralized eigenvalueSchur decomposition

Mathematics Subject Classification ID

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

Cited In (4)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem
• A robust and accurate quasi-Monte Carlo algorithm for estimating eigenvalue of homogeneous integral equations

Uses Software

• Matlab

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