An approximation method for eigenvectors of very large matrices

DOI10.1007/BF01062812MaRDI QIDQ1190271zbMATHFDO

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)

zbMATH Keywords

eigenvalueseigenvectorsmultigrid methodsMonte-Carlo methodsHamiltonian matrixcoarse grid corrections

Mathematics Subject Classification ID

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)

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(11)

• Second order accurate distributed eigenvector computation for extremely large matrices
• Proper use of Lanczos vectors for large eigenvalue problems
• Fast Estimation of Principal Eigenspace Using Lanczos Algorithm
• Comparative study of two algorithms for the calculation of the extreme eigenvalues of large matrices
• Eigensolver Methods for Progressive Multidimensional Scaling of Large Data
• An algorithm for estimating non-convex volumes and other integrals in \(n\) dimensions
• Approximate solutions for large transfer matrix problems
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