Author(s)

Farshid Mehrdoust

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

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.

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

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.