A randomized homotopy for the Hermitian eigenpair problem (Q2340509): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 16:05, 2 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A randomized homotopy for the Hermitian eigenpair problem |
scientific article |
Statements
A randomized homotopy for the Hermitian eigenpair problem (English)
0 references
20 April 2015
0 references
The authors describe and analyze a randomized homotopy algorithm for the Hermitian eigenvalue problem. For an \(n \times n\) Hermitian matrix \(A\), it returns a pair \((\lambda, v)\) that is a good approximation of an eigenpair of \(A\). The average cost of this algorithm -- over the random choices made by the algorithm and assuming \(A\) drawn from a Gaussian unitary ensemble [GUE(n)] distribution -- is bounded by \({\mathcal{O}}(n^6)\).
0 references
complexity analysis
0 references
randomized homotopy algorithm
0 references
Hermitian eigenvalue problem
0 references
Gaussian unitary ensemble
0 references