Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair

Autor: Behrouz Fathi Vajargah, Farshid Mehrdoust
Jazyk: angličtina
Rok vydání: 2011
Předmět:
Zdroj: Computer Science Journal of Moldova, Vol 18, Iss 3(54), Pp 355-366 (2011)
Druh dokumentu: article
ISSN: 1561-4042
Popis: 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.
Databáze: Directory of Open Access Journals