The solution of large dense generalized eigenvalue problems on the Cray X-MP/24 with SSD (Q1089735)
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scientific article; zbMATH DE number 4005449
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| English | The solution of large dense generalized eigenvalue problems on the Cray X-MP/24 with SSD |
scientific article; zbMATH DE number 4005449 |
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The solution of large dense generalized eigenvalue problems on the Cray X-MP/24 with SSD (English)
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1987
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Numerical results of an application of Lanczos' algorithm and methods used in the EISPACK code for eigenvalue problems \(Ax=\lambda Bx\) (a few eigenvalues and eigenvectors are required) are compared. The problems \(Ax=\lambda Bx\) are symmetric, but extremely large. In this paper is shown, that the Lanczos algorithm is generally faster.
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large dense generalized eigenvalue problems
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EISPACK code
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Lanczos algorithm
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0.8288823962211609
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0.8261088132858276
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0.8079512119293213
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