The solution of large dense generalized eigenvalue problems on the Cray X-MP/24 with SSD
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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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Cites work
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(4)- Effect of the CYBER 205 on the choice of method for solving the eigenvalue problem \((A-\lambda M)x=0\)
- New software for large dense symmetric generalized eigenvalue problems using secondary storage
- Solution of large, dense symmetric generalized eigenvalue problems using secondary storage
- Solving dense generalized eigenproblems on multi-threaded architectures
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