A new fast algorithm for calculating a few maximum (or minimum) eigenvalues and the corresponding eigenvectors of large N x N Hermitian matrices is presented. The method is based on a molecular dynamics algorithm for N coupled harmonic oscillators. The time step for iteration is chosen so that only
Comparative study of two algorithms for the calculation of the extreme eigenvalues of large matrices
β Scribed by S.J. Sciutto
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 225 KB
- Volume
- 79
- Category
- Article
- ISSN
- 0010-4655
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β¦ Synopsis
Two algorithms for the calculation of extreme eigenvalues of large matrices recently presented are compared. The first one is a modification of the well-known power method with Chebyshev iterations to accelerate convergence and an auxiliary procedure capabable of automatically setting all the external parameters, which was developed by us during the year 1991. The second algorithm is an iterative procedure obtained from the discrete-time difference equations for a system of coupled harmonic oscillators. The analysis presented here allows to demonstrate that this second algorithm is essentially identical to ours.
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