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Section B

New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue

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Pages 2567-2574 | Received 27 Aug 2009, Accepted 10 Dec 2010, Published online: 25 May 2011
 

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.

2000 AMS Subject Classifications :

Notes

The numerical test are performed on Intel(R) (Core(TM)2 CPU, 1.83 GHz) personal machine and MATLAB software 7.6(R2008a).

In these matrices each row is obtained from the previous one by cyclically permuting the entries one step forward.

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