Computer implemented method and program for estimation of characteristic values of matrixes using statistical sampling

   
   

The present invention discloses a computer system and program product. A computer system including an algorithm for computing a characteristic value of a matrix comprising steps of; providing a first matrix comprising M rows and N columns (M-by-N matrix); providing second matrixes by randomly selecting rows from the first matrix, each of the second matrixes including predetermined numbers of rows smaller than the numbers of rows of the first matrix; computing the characteristic values for the second matrixes; plotting each of the characteristic values with respect to the predetermined numbers of rows; and extrapolating the plots to said number of rows of the first matrix so as to obtain a characteristic value of the first matrix.

 
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