An approximation method for eigenvectors of very large matrices
DOI10.1007/BF01062812zbMATH Open0760.65038MaRDI QIDQ1190271FDOQ1190271
Authors: D. J. Groh, R. A. Marshall, Clark R. Givens, A. Barry Kunz 
Publication date: 27 September 1992
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Recommendations
eigenvalueseigenvectorsmultigrid methodsMonte-Carlo methodsHamiltonian matrixcoarse grid corrections
Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)
Cites Work
Cited In (11)
- An algorithm for estimating non-convex volumes and other integrals in \(n\) dimensions
- Two-grid and multiple-grid Arnoldi for eigenvalues
- Title not available (Why is that?)
- Approximate solutions for large transfer matrix problems
- Square and stretch multigrid for stochastic matrix eigenproblems
- Proper use of Lanczos vectors for large eigenvalue problems
- Fast Estimation of Principal Eigenspace Using Lanczos Algorithm
- Second order accurate distributed eigenvector computation for extremely large matrices
- Eigensolver Methods for Progressive Multidimensional Scaling of Large Data
- Comparative study of two algorithms for the calculation of the extreme eigenvalues of large matrices
- A numerical method of determining eigenvalues of matrices of arbitrary large size
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