An approximation method for eigenvectors of very large matrices
Document Type
Article
Publication Date
9-1991
Department
Department of Physics; Department of Mathematical Sciences
Abstract
A Monte-Carlo approach for solving huge, dense matrices for eigenvalues and eigenvectors is proposed. The matrix must satisfy certain conditions including a smooth density of diagonal elements curve and relatively constant off-diagonal elements. The approach simply involves randomly choosing a finite order (as large as computationally possible) subset matrix from the original matrix and then diagonalizing the subset. The results are crude, but often informative.
Publication Title
Journal of Scientific Computing
Recommended Citation
Groh, D.,
Marshall, R.,
Kunz, A.,
&
Givens, C.
(1991).
An approximation method for eigenvectors of very large matrices.
Journal of Scientific Computing,
6(3), 251-267.
http://doi.org/10.1007/BF01062812
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/4289
Publisher's Statement
© 1991 Plenum Publishing Corporation. Publisher’s version of record: https://doi.org/10.1007/BF01062812