On Finding the Smallest Generalized Eigenpair Using Markov Chain Monte Carlo Algorithm
نویسندگان
چکیده
منابع مشابه
On Finding the Smallest Generalized Eigenpair Using Markov Chain Monte Carlo Algorithm
This paper proposes a new technique based on inverse Markov chain Monte Carlo algorithm for finding the smallest generalized eigenpair of the large scale matrices. Some numerical examples show that the proposed method is efficient.
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ژورنال
عنوان ژورنال: Applied Mathematics
سال: 2012
ISSN: 2152-7385,2152-7393
DOI: 10.4236/am.2012.36092