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- W2045013565 abstract "Some kinds of eigensolver for large sparse matrices require specification of parameters that are based on rough estimates of the desired eigenvalues. In this paper, we propose a stochastic estimation method of eigenvalue distribution using the combination of a stochastic estimator of the matrix trace and contour integrations. The proposed method can be easily parallelized and applied to matrices for which factorization is infeasible. Numerical experiments are executed to show that the method can perform rough estimates at a low computational cost." @default.
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- W2045013565 date "2010-01-01" @default.
- W2045013565 modified "2023-09-29" @default.
- W2045013565 title "Parallel stochastic estimation method of eigenvalue distribution" @default.
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- W2045013565 doi "https://doi.org/10.14495/jsiaml.2.127" @default.
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