Partitioning Inverse Monte Carlo Iterative Algorithm for Finding the Three Smallest Eigenpairs of Generalized Eigenvalue Problem.
Behrouz Fathi VajargahFarshid MehrdoustPublished in: Adv. Numer. Anal. (2011)
Keyphrases
- monte carlo
- monte carlo simulation
- markov chain
- importance sampling
- computational cost
- matrix inversion
- search space
- simulation study
- np hard
- computational complexity
- detection algorithm
- objective function
- stochastic approximation
- optimal strategy
- global illumination
- monte carlo tree search
- kalman filter
- game tree
- confidence intervals
- simulated annealing
- worst case
- optimal solution