Parallel Computing of Eigenvalue of Doubly Stochastic Matrix

  • Authors:
  • Affiliations:
  • Venue:
  • ICA3PP '02 Proceedings of the Fifth International Conference on Algorithms and Architectures for Parallel Processing
  • Year:
  • 2002

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Abstract

As to Markov cipher, its transition probabilitymatrix is a doubly stochastic one. The eigenvalue ofthe matrix with maximum magnitude less than oneplays an important role in designing Markov cipher.This paper provides a parallel algorithm forcomputing the eigenvalue of the doubly stochasticmatrix A of size 65535脳65535, which comes from aMarkov cipher shrunken model with both 16 bitsplaintext and ciphertext, an analysis on thecomplexity of the parallel algorithm is alsoconsidered.