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

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DOI: 10.4236/am.2012.36092    3,021 Downloads   4,898 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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The authors declare no conflicts of interest.

Cite this paper

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.


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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.

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