Lagrange-type iterative methods for calculation of extreme eigenvalues of generalized eigenvalue problem with large symmetric matrices

2010 ◽  
Vol 111 (11) ◽  
pp. 2545-2554
Author(s):  
Alexander V. Mitin
Keyword(s):  
Eigenvalue Problem ◽  
Iterative Methods ◽  
Generalized Eigenvalue Problem ◽  
Symmetric Matrices ◽  
Extreme Eigenvalues ◽  
Generalized Eigenvalue

scholarly journals Partitioning Inverse Monte Carlo Iterative Algorithm for Finding the Three Smallest Eigenpairs of Generalized Eigenvalue Problem

2011 ◽  
Vol 2011 ◽  
pp. 1-9 ◽  
Author(s):  
Behrouz Fathi Vajargah ◽  
Farshid Mehrdoust
Keyword(s):  
Monte Carlo ◽  
Eigenvalue Problem ◽  
Iterative Algorithm ◽  
Generalized Eigenvalue Problem ◽  
Symmetric Matrices ◽  
Monte Carlo Approach ◽  
Generalized Eigenvalue ◽  
Inverse Monte Carlo

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.

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