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A Monte Carlo Approach for Finding More than One Eigenpair

  • Michael Mascagni
  • Aneta Karaivanova
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 2542)

Abstract

The Monte Carlo method has been successfully used for computing the extreme (largest and smallest in magnitude) eigenvalues of matrices. In this paper we study computing eigenvectors as well with the Monte Carlo approach. We propose and study a Monte Carlo method based on applying the ergodic theorem and compare the results with those produced by a Monte Carlo version of the power method. We also study the problem of computing more than one eigenpair combining our Monte Carlo method and deflation techniques.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  • Michael Mascagni
    • 1
  • Aneta Karaivanova
    • 1
    • 2
  1. 1.Department of Computer Science and School of Computational Science and Information TechnologyFlorida State UniversityTallahasseeUSA
  2. 2.Bulgarian Academy of SciencesCentral Laboratory for Parallel ProcessingSofiaBulgaria

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