This paper proposes a new technique based on inverse Markov chain Monte Carlo algorithm for finding the smallest generalized eigenpair of the large scale matrices. Some numerical examples show that the proposed method...This paper proposes a new technique based on inverse Markov chain Monte Carlo algorithm for finding the smallest generalized eigenpair of the large scale matrices. Some numerical examples show that the proposed method is efficient.展开更多
文摘This paper proposes a new technique based on inverse Markov chain Monte Carlo algorithm for finding the smallest generalized eigenpair of the large scale matrices. Some numerical examples show that the proposed method is efficient.
