Implementation of Monte Carlo Algorithms for Eigenvalue Problem Using MPI

The problem of evaluating the dominant eigenvalue of real matrices using Monte Carlo numerical methods is considered. Three almost optimal Monte Carlo algorithms are presented:

• Type: Conference
• Year: 1998
• Where: PVM
• Authors: Ivan Dimov, Vassil N. Alexandrov, Aneta Karaivanova
• Keywords: Algorithm Uses Iterations, Distributed And Parallel Computing, Monte Carlo, Monte Carlo Algorithm, PVM 1998