%0 Journal Article
%T Estimating of Eigenvalue with Monte Carlo Method and its Application in the Principal Components (pca)
%A Vajargah, Kianoush Fathi
%A Kamalzadeh, Fatemeh
%J Journal of Mathematics and Computer Science
%D 2014
%V 9
%N 3
%@ ISSN 2008-949X
%F Vajargah2014
%X One of discussions in multivariable analysis is defining the factor and main vectors by calculating eigenvalue. In this paper we deal with an unbiased estimator of eigenvector and as a result we define eigenvalues. The purpose was introducing a new statistical method that is different from other numerical methods, which it defines the eigenvalue matrix. On the other hand, the efficiency of this method is up when the mass and dimension of matrix are high. Therefore, this is a low cast and efficient method in calculation. This paper covers some background of data compression and how Markov chain Monte Carlo (MCMC) and principal component analysis (PCA) has been and can be used for calculating eigenvalue.
%9 journal article
%R 10.22436/jmcs.09.03.08
%U http://dx.doi.org/10.22436/jmcs.09.03.08
%P 240-248
%0 Journal Article
%T Efficient Coarse Grained Monte Carlo Algorithms for Matrix Computations using PVM
%A V. N. Alexandrov
%A A. Rau-Chaplin
%A F. Dehne
%A K. Taft
%J LNCS 1497, Springer
%D 1998
%V
%F Alexandrov1998
%0 Journal Article
%T A new highly convergent Monte Carlo method for matrix computations
%A I. T. Dimov
%A V. N. Alexandrov
%J Mathematics and Computers in Simulation , Bulgaria Academy of science.
%D 1998
%V 47
%F Dimov1998
%0 Journal Article
%T Parallel Monte Carlo computation for solving SLAE with minimum communication
%A B . Fathi Vajargah
%A K. Fathi Vajargah
%J Applied Mathematics and Computation
%D 2006
%V
%F Vajargah2006
%0 Journal Article
%T Matrix Inversion by a Monte Carlo method
%A S. Orsythe
%A Liebler
%J Math. Tables other Aids Compul.
%D 1950
%V 4
%F Orsythe1950
%0 Book
%T Introduction to linear regression analysis
%A D. C. Montgomery
%A E. A. Peck
%D 1991
%I
%C
%F Montgomery1991
%0 Journal Article
%T Random Numbers and Monte Carlo Approximation In Fuzzy Riemann Integral
%A B. Fathi Vajargah
%A A. Heidary- Harzavily
%J
%D 2012
%V 4
%F Vajargah2012
%0 Journal Article
%T Monte Carlo Simulation for Numerical Integration Based on Antithetic Variance Reduction and Haltons Sequences
%A F. Mehrdoust
%J
%D 2012
%V 4
%F Mehrdoust 2012