Advances in Numerical Analysis
Volume 2011 (2011), Article ID 826376, 9 pages
doi:10.1155/2011/826376
Research Article

Partitioning Inverse Monte Carlo Iterative Algorithm for Finding the Three Smallest Eigenpairs of Generalized Eigenvalue Problem

Department of Statistics, Faculty of Mathematical Sciences, University of Guilan, P.O. Box 1914, Rasht, Iran

Received 5 December 2010; Accepted 15 February 2011

Academic Editor: Michele Benzi

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.

Abstract

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.