Approximating matrix eigenvalues by subspace iteration with repeated random sparsification
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Abstract: Traditional numerical methods for calculating matrix eigenvalues are prohibitively expensive for high-dimensional problems. Iterative random sparsification methods allow for the estimation of a single dominant eigenvalue at reduced cost by leveraging repeated random sampling and averaging. We present a general approach to extending such methods for the estimation of multiple eigenvalues and demonstrate its performance for several benchmark problems in quantum chemistry.
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Cited in
(9)- A refined subspace iteration algorithm for large sparse eigenproblems
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