Y. Okamoto et Hj. Maris, A NOVEL ALGORITHM FOR CALCULATION OF THE EXTREME EIGENVALUES OF LARGEHERMITIAN MATRICES, Computer physics communications, 76(2), 1993, pp. 191-202
A new fast algorithm for calculating a few maximum (or minimum) eigenv
alues and the corresponding eigenvectors of large N X N Hermitian matr
ices is presented, The method is based on a molecular dynamics algorit
hm for N coupled harmonic oscillators. The time step for iteration is
chosen so that only the normal mode with the maximum eigenvalue grows
exponentially. Other eigenvalues and eigenvectors are obtained one by
one from the largest eigenvalue by repeating the process in subspaces
orthogonal to the previous modes. The characteristics of the algorithm
lie in the simplicity, speed (CPU time is-proportional-to N2), and me
mory efficiency (O(N) besides the matrix). The effectiveness of the al
gorithm is illustrated by calculation of the groundstate and first-exc
ited state energies of the Heisenberg model for an antiferromagnetic c
hain with N up to 16384.