New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue

Author: Vajargah Behrouz Fathi   Mehrdoust Farshid  

Publisher: Taylor & Francis Ltd

ISSN: 0020-7160

Source: International Journal of Computer Mathematics, Vol.88, Iss.12, 2011-08, pp. : 2567-2574

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Abstract

In this paper, the computation of dominant generalized eigenvalue problem using the new Monte Carlo method are presented. We also compare the numerical results and the CPU-time of two different methods for evaluating dominant generalized eigenvalue. The first method is the QR method. The second method is the extended Monte Carlo method which is called the resolvent Monte Carlo algorithm. Finally, using these methods the numerical results for the general symmetric dense/sparse matrices are performed.