Vajargah, Behrouz Fathi; Mehrdoust, Farshid Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem. (English) Zbl 1217.65005 Adv. Numer. Anal. 2011, Article ID 826376, 9 p. (2011). 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 Keywords:inverse Monte Carlo iterative algorithm; real symmetric matrices; smallest eigenpairs PDFBibTeX XMLCite \textit{B. F. Vajargah} and \textit{F. Mehrdoust}, Adv. Numer. Anal. 2011, Article ID 826376, 9 p. (2011; Zbl 1217.65005) Full Text: DOI EuDML References: [1] I. Dimov and A. Karaivanova, “Iterative Monte Carlo algorithm for linear algebra problem,” Lecture Note in Computer Science, pp. 66-77, 1996. · Zbl 1049.68952 [2] I. Dimov, Monte Carlo Methods for Applied Scientists, World Scientific Publishing, 2008. · Zbl 1140.65008 [3] Y. Saad, Numerical Methods for Large Eigenvalue Problems, Manchester University Press, 1991. · Zbl 0735.60075 [4] B. Fathi, “A way to obtain Monte Carlo matrix inversion with minimal error,” Applied Mathematics and Computation, vol. 191, no. 1, pp. 225-233, 2007. · Zbl 1193.65007 · doi:10.1016/j.amc.2007.02.082 [5] R. Y. Rubinstein, Simulation and the Monte Carlo Method, John Wiley & Sons, New York, NY, USA, 1981. · Zbl 0529.68076 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.