Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair
Behrouz Fathi Vajargah, Farshid Mehrdoust · 2010
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.