TY - JOUR
AU - Vajargah, Kianoush Fathi
AU - Kamalzadeh, Fatemeh
PY - 2014
TI - Estimating of Eigenvalue with Monte Carlo Method and its Application in the Principal Components (pca)
JO - Journal of Mathematics and Computer Science
SP - 240-248
VL - 9
IS - 3
AB - 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.
SN - ISSN 2008-949X
UR - http://dx.doi.org/10.22436/jmcs.09.03.08
DO - 10.22436/jmcs.09.03.08
ID - Vajargah2014
ER -
TY - JOUR
TI - Efficient Coarse Grained Monte Carlo Algorithms for Matrix Computations using PVM
AU - V. N. Alexandrov
AU - A. Rau-Chaplin
AU - F. Dehne
AU - K. Taft
JO - LNCS 1497, Springer
PY - 1998
DA - 1998//
VL -
ID - Alexandrov1998
ER -
TY - JOUR
TI - A new highly convergent Monte Carlo method for matrix computations
AU - I. T. Dimov
AU - V. N. Alexandrov
JO - Mathematics and Computers in Simulation , Bulgaria Academy of science.
PY - 1998
DA - 1998//
VL - 47
ID - Dimov1998
ER -
TY - JOUR
TI - Parallel Monte Carlo computation for solving SLAE with minimum communication
AU - B . Fathi Vajargah
AU - K. Fathi Vajargah
JO - Applied Mathematics and Computation
PY - 2006
DA - 2006//
VL -
ID - Vajargah2006
ER -
TY - JOUR
TI - Matrix Inversion by a Monte Carlo method
AU - S. Orsythe
AU - Liebler
JO - Math. Tables other Aids Compul.
PY - 1950
DA - 1950//
VL - 4
ID - Orsythe1950
ER -
TY - BOOK
TI - Introduction to linear regression analysis
AU - D. C. Montgomery
AU - E. A. Peck
PB -
PY - 1991
DA - 1991//
CY -
ID - Montgomery1991
ER -
TY - JOUR
TI - Random Numbers and Monte Carlo Approximation In Fuzzy Riemann Integral
AU - B. Fathi Vajargah
AU - A. Heidary- Harzavily
JO -
PY - 2012
DA - 2012//
VL - 4
ID - Vajargah2012
ER -
TY - JOUR
TI - Monte Carlo Simulation for Numerical Integration Based on Antithetic Variance Reduction and Haltons Sequences
AU - F. Mehrdoust
JO -
PY - 2012
DA - 2012//
VL - 4
ID - Mehrdoust 2012
ER -