An approximation method for eigenvectors of very large matrices
| ISSN: |
1573-7691
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| Keywords: |
Eigenvalue ; eigenvector ; Monte-Carlo methods ; Hamiltonian matrix
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| Source: |
Springer Online Journal Archives 1860-2000
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| Topics: |
Computer Science
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| Notes: |
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.
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| Type of Medium: |
Electronic Resource
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| URL: |