Multiple Extremal Eigenpairs of Very Large Matrices by Monte Carlo Simulation

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dc.creatorBooth, T. E.
dc.creatorGubernatis, J. E.
dc.date2008-07-08
dc.date.accessioned2026-07-07T09:49:06Z
dc.date.available2026-07-07T09:49:06Z
dc.descriptionWe 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 $48\times 48$.
dc.description4 pages, no figures
dc.identifierhttps://arxiv.org/abs/0807.1273
dc.identifierhttp://arxiv.org/abs/0807.1273
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/164462
dc.subjectStatistical Mechanics
dc.subjectStrongly Correlated Electrons
dc.subjectComputational Physics
dc.titleMultiple Extremal Eigenpairs of Very Large Matrices by Monte Carlo Simulation
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