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.
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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