An approximation method for eigenvectors of very large matrices
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. © 1991 Plenum Publishing Corporation.
Journal of Scientific Computing
An approximation method for eigenvectors of very large matrices.
Journal of Scientific Computing,
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