paper

Approximating matrix eigenvalues by subspace iteration with repeated random sparsification

arXiv:2103.12109 · doi:10.1137/21M1422513

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.

31 pages, 8 figures

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