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Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem. (English) Zbl 1217.65005

Summary: A new Monte Carlo approach for evaluating the generalized eigenpair of real symmetric matrices is proposed. An algorithm for the three smallest eigenpairs based on the partitioning of the inverse Monte Carlo iterative method is considered.

MSC:

65C05 Monte Carlo methods
65F15 Numerical computation of eigenvalues and eigenvectors of matrices
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References:

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