Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair
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 matri...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vladimir Andrunachievici Institute of Mathematics and Computer Science
2011-02-01
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| Series: | Computer Science Journal of Moldova |
| Subjects: | |
| Online Access: | http://www.math.md/files/csjm/v18-n3/v18-n3-(pp355-366).pdf |