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

Farshid Mehrdoust

doi:10.4236/am.2012.36092

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Applied Mathematics > Vol.3 No.6, June 2012

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

Farshid Mehrdoust

Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran.

DOI: 10.4236/am.2012.36092 PDF HTML 3,176 Downloads 5,075 Views

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.

Keywords

Monte Carlo Method; Markov Chain; Generalized Eigenpair; Inverse Monte Carlo Algorithm

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.

References

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[5]	B. Fathi and F. Mehrdoust, “Partitioning Inverse Monte Carlo Iterative Algorithm for Finding the Three Smallest Eigenpairs of Generalized Eigenvalue Problem,” Advances in Numerical Analysis, Vol. 2011, 2011, Article ID: 826376.