On Finding the Smallest Generalized Eigenpair Using Markov Chain Monte Carlo Algorithm ()
Abstract
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.
Share and Cite:
F. Mehrdoust, "On Finding the Smallest Generalized Eigenpair Using Markov Chain Monte Carlo Algorithm,"
Applied Mathematics, Vol. 3 No. 6, 2012, pp. 594-596. doi:
10.4236/am.2012.36092.
Conflicts of Interest
The authors declare no conflicts of interest.
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