An approximation method for eigenvectors of very large matrices

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Publication:1190271

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DOI10.1007/BF01062812zbMath0760.65038MaRDI QIDQ1190271

Clark R. Givens, R. A. Marshall, D. J. Groh, A. Barry Kunz

Publication date: 27 September 1992

Published in: Journal of Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

eigenvalues eigenvectors multigrid methods Hamiltonian matrix Monte-Carlo methods coarse grid corrections

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (2)

An algorithm for estimating non-convex volumes and other integrals in \(n\) dimensions ⋮ Second order accurate distributed eigenvector computation for extremely large matrices

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