APPROXIMATING MATRIX EIGENVALUES BY SUBSPACE ITERATION WITH REPEATED RANDOM SPARSIFICATION

Samuel M. Greene, Robert J. Webber, Timothy C. Berkelbach, Jonathan Weare

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish (US)
JournalSIAM Journal on Scientific Computing
Volume44
Issue number5
DOIs
StatePublished - 2022

Keywords

  • Monte Carlo
  • eigenvalues
  • randomized algorithms
  • subspace iteration

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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