Numerical Results for the Metropolis Algorithm
- 1 January 2004
- journal article
- research article
- Published by Taylor & Francis in Experimental Mathematics
- Vol. 13 (2) , 207-213
- https://doi.org/10.1080/10586458.2004.10504534
Abstract
This paper deals with the spectrum of an operator associated with a special kind of random walk. The operator is related to the Metropolis algorithm, an important tool of large-scale scientific computing. The spectrum of this operator has both dis-I crete and continuous parts. There is an interesting challenge due to the fact that any finite-dimensional approxirnation has only eigenval ues. Patterns are presented which give an idea of the full spectrum of this operator.Keywords
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