ISSN:
1573-7691
Keywords:
Eigenvalue
;
eigenvector
;
Monte-Carlo methods
;
Hamiltonian matrix
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01062812
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