A new restarting method in the Lanczos algorithm for generalized eigenvalue problem (Q879499)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new restarting method in the Lanczos algorithm for generalized eigenvalue problem |
scientific article |
Statements
A new restarting method in the Lanczos algorithm for generalized eigenvalue problem (English)
0 references
14 May 2007
0 references
A new restarting method is proposed for the Lanczos method for computing a few eigenvalues of the symmetric positive definite eigenvalue problem \(AX=\lambda BX\) in which \(A\) and \(B\) are large and sparse matrices. The new method is developed from classical restarting procedures. Numerical tests are given which indicates the performance of the new algorithm.
0 references
Lanczos algorithm
0 references
restarting methods
0 references
generalized eigenvalue problem
0 references
numerical examples
0 references
sparse matrices
0 references
0 references
0 references
