On Finding the Smallest Generalized Eigenpair Using Markov Chain Monte Carlo Algorithm

• 作者: Farshid Mehrdoust
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: MONTE Carlo Method MARKOV CHAIN GENERALIZED Eigenpair INVERSE MONTE Carlo ALGORITHM
• 年，卷（期）: 2012,（6）
• 页码范围: 594-596
• 页数: 3页
• 分类号: O1

摘要

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.