Title of article
Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair
Author/Authors
Behrouz Fathi Vajargah، نويسنده , , Farshid Mehrdoust، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
12
From page
355
To page
366
Abstract
Matrix balancing may effect the stability of algorithms in matrix computations and the accuracy of computed solutions. In this paper, we first introduce an algorithm for matrix balancing. Then, using Monte Carlo method we propose a robust algorithm to evaluate dominant eigenpair of a given matrix. Finally, several randomly generated examples are presented to show the efficiency of the new method.
Keywords
Markov chain , Large scale ma-trices , Eigenpair , Balancing , Monte Carlo algorithms , Robust Monte Carlo algorithm
Journal title
Computer Science Journal of Moldova
Serial Year
2010
Journal title
Computer Science Journal of Moldova
Record number
679330
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