Parallel computations of eigenvalues based on a Monte Carlo approach

DOI10.1515/mcma.1998.4.1.33zbMath0903.65032OpenAlexW2038508012MaRDI QIDQ4392296

Aneta Karaivanova, Ivan T. Dimov

Publication date: 2 August 1998

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.1998.4.1.33

zbMATH Keywords

parallel computationMarkov chainalgorithm complexitysmallest eigenvalueslarge sparse symmetric matricesparallel Monte Carlo algorithmresolvent matrix iterations

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Parallel numerical computation (65Y05) Complexity and performance of numerical algorithms (65Y20)

Related Items (5)

Monte Carlo method for estimating eigenvalues using error balancing ⋮ An Improved “Walk on Equations” Monte Carlo Algorithm for Linear Algebraic Systems ⋮ Small-sample statistical condition estimation of large-scale generalized eigenvalue problems ⋮ A new \textit{walk on equations} Monte Carlo method for solving systems of linear algebraic equations ⋮ Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems

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