Multiple Extremal Eigenpairs of Very Large Matrices by Monte Carlo Simulation

Details Multiple Extremal Eigenpairs of Very Large Matrices by Monte Carlo Simulation Multiple Extremal Eigenpairs of Very Large Matrices by Monte Carlo Simulation

2008-07-08

arxiv.org/abs/0807.1273v1

Physics

Condensed Matter

Statistical Mechanics

4 pages, no figures

Scientific paper

We present a new Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix. It extends the power method and uses a new sampling method, the sewing method, that does a large state space sampling as a succession of samplings from a smaller state space. We illustrate the new algorithm by its determination of the two largest eigenvalues of the transfer matrix of a square Ising model at the critical temperature for sizes from $16\times 16$ to $48\times 48$.

Affiliated with

Also associated with

No associations

Rating

Multiple Extremal Eigenpairs of Very Large Matrices by Monte Carlo Simulation does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Multiple Extremal Eigenpairs of Very Large Matrices by Monte Carlo Simulation, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Multiple Extremal Eigenpairs of Very Large Matrices by Monte Carlo Simulation will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-269011