文章基本信息

标题：Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair
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作者：Behrouz Fathi Vajargah ; Farshid Mehrdoust
期刊名称：Computer Science Journal of Moldova
印刷版ISSN：1561-4042
出版年度：2010
卷号：18
期号：3
页码：355-366
出版社：Institute of Mathematics and Computer Science
摘要：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.
关键词：Monte Carlo algorithms; Robust Monte Carlo algorithm; Markov chain; Balancing; Eigenpair; Large scale matrices