Quasi Monte Carlo algorithm for computing smallest and largest generalised eigenvalues

DOI10.21914/ANZIAMJ.V52I0.3437MaRDI QIDQ3466465zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

discrepancygeneralized eigenvalueMarkov chainquasi Monte Carloresolvent matrixSchur decomposition

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 1790446
• Parallel computations of eigenvalues based on a Monte Carlo approach
• Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem
• New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue
• scientific article; zbMATH DE number 1103069

Cited in

(4)

• A robust and accurate quasi-Monte Carlo algorithm for estimating eigenvalue of homogeneous integral equations
• scientific article; zbMATH DE number 5606153 (Why is no real title available?)
• scientific article; zbMATH DE number 1103069 (Why is no real title available?)
• Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem

Describes a project that uses

Uses Software

• Matlab

This page was built for publication: Quasi Monte Carlo algorithm for computing smallest and largest generalised eigenvalues

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3466465)