scientific article; zbMATH DE number 1790446

MaRDI QIDQ4549515zbMATH OpenFDO

Authors Michael Mascagni, Aneta Karaivanova

Publication date 13 January 2003

zbMATH Keywords

convergenceerror boundextremal eigenvalueslarge sparse matricesMarkov chainMonte Carlo methodsnumerical experimentsnumerical integrationpseudorandom numbersquasirandom numbers

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50)

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Cited in

(5)

• A robust and accurate quasi-Monte Carlo algorithm for estimating eigenvalue of homogeneous integral equations
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Describes a project that uses

Uses Software

• SPRNG

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