That sounds helpful! I only ever need one eigenvalue from the computation (though not necessarily the largest); if you know of any resources on such methods could you point me to them? Hopefully I can adapt them to what I need. Thanks!
I am running a program that has to diagonalize large, complex Hermitian matrices (the largest they get is about 1000x1000). To diagonalize the matrix once isn't too bad, but I need to diagonalize thousands to millions of different Hermitian matrices each time I run a simulation. If I only need...