Department of Statistics, Faculty of Mathematical Sciences, University of Guilan, P.O. Box 1914, Rasht, Iran
Copyright © 2011 Behrouz Fathi Vajargah and Farshid Mehrdoust. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
A new Monte Carlo approach for evaluating the generalized eigenpair
of real symmetric matrices will be proposed. Algorithm for the three smallest eigenpairs
based on the partitioning inverse Monte Carlo iterative (IMCI) method will be considered.