Partitioning Inverse Monte Carlo Iterative Algorithm for Finding the Three Smallest Eigenpairs of Generalized Eigenvalue Problem
Behrouz Fathi Vajargah, Farshid Mehrdoust · Advances in Numerical Analysis · 2011
A new Monte Carlo approach for evaluating the generalized eigenpair of real symmetric matrices will be proposed. Algorithm for the three smallest eigenpairs based on the partitioning inverse Monte Carlo iterative (IMCI) method will be considered.