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    Electronic Resource
    Electronic Resource
    An approximation method for eigenvectors of very large matrices (1991)
    Springer
    Journal of scientific computing 6 (1991), S. 251-267 
    Details
    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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