An approximation method for eigenvectors of very large matrices
Department of Physics; Department of Mathematical Sciences
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.
Journal of Scientific Computing
An approximation method for eigenvectors of very large matrices.
Journal of Scientific Computing,
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