Novel Approach for Eigenvalue Problems Using the Monte Carlo Method
FAUZIA SHAHEEN,
NAJMUDDIN AHMAD
Abstract:In this paper, we have studied various types of Monte Carlo methods along with the Power method to evaluate the maximum and minimum eigenvalue of a linear system of equations. We have studied how the accuracy of the maximum eigenvalue depends on the parameters, l (moves in Markova chain), ℵ (no of Markova chain), ℘ (accelerating parameter), and a parameter m (the power applied on the resolving matrix). We have applied these methods to the randomly chosen symmetric matrices. We have also made comparisons for th… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.