Physics – Computational Physics
Scientific paper
2008-12-28
Physics
Computational Physics
22 pages, no figures
Scientific paper
We present a Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix without the need to compute the inner product of two vectors or store all the components of any one vector. The new algorithm, a Monte Carlo implementation of a deterministic one we recently benchmarked, is an extension of the power method. In the implementation presented, we used a basic Monte Carlo splitting and termination method called the comb, incorporated the weight cancellation method of Arnow {\it et al.}, and exploited a new sampling method, the sewing method, that does a large state space sampling as a succession of small state space samplings. We illustrate the effectiveness of the algorithm by its determination of the two largest eigenvalues of the transfer matrices for variously-sized two-dimensional, zero field Ising models. While very likely useful for other transfer matrix problems, the algorithm is however quite general and should find application to a larger variety of problems requiring a few dominant eigenvalues of a matrix.
Booth T. E.
Gubernatis James E.
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