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

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


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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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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