Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair
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Publication:717786
zbMath1233.65033MaRDI QIDQ717786
Farshid Mehrdoust, Behrouz Fathi-Vajargah
Publication date: 5 October 2011
Published in: Computer Science Journal of Moldova (Search for Journal in Brave)
numerical resultseigenvaluespreconditioningeigenvectorsMarkov chaineigenpairlarge scale of matricesmatrix balancingrobust Monte Carlo algorithmstochastic error
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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