Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair
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2020-08-24 17:47
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004.832.23:519.245 (1)
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VAJARGAH, Behrouz-Fathi, MEHRDOUST, Farshid. Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair. In: Computer Science Journal of Moldova, 2010, nr. 3(54), pp. 355-366. ISSN 1561-4042.
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Computer Science Journal of Moldova
Numărul 3(54) / 2010 / ISSN 1561-4042 /ISSNe 2587-4330

Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair
CZU: 004.832.23:519.245

Pag. 355-366

Vajargah Behrouz-Fathi, Mehrdoust Farshid
 
University of Guilan
 
 
Disponibil în IBN: 16 decembrie 2013


Rezumat

Matrix balancing may effect the stability of algorithms in matrix computations and the accuracy of computed solutions. In this paper, we ¯rst introduce an algorithm for matrix balancing. Then, using Monte Carlo method we propose a robust algorithm to evaluate dominant eigenpair of a given matrix. Finally, several randomly generated examples are presented to show the efficiency of the new method.

Cuvinte-cheie
Robust Monte Carlo algorithm, Eigenpair, Large scale matrices,

Markov Chain, Balancing