Computing eigenvalues of very large symmetric matrices. An implementation of a Lanczos algorithm with no reorthogonalization

DOI10.1016/0021-9991(81)90056-5zbMath0477.65028OpenAlexW1991617750MaRDI QIDQ1161032

Ralph A. Willoughby, Jane K. Cullum

Publication date: 1981

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-9991(81)90056-5

zbMATH Keywords

numerical resultsLanczos algorithmimplementationlarge symmetric or Hermitian matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computer aspects of numerical algorithms (65Y99)

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Uses Software

• EISPACK

Cites Work

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• Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem
• Computing eigenvalues of very large symmetric matrices. An implementation of a Lanczos algorithm with no reorthogonalization
• Matrix eigensystem routines - EISPACK guide. 2nd ed
• Eigenvalues of perturbed Hermitian matrices
• Computational aspects of F. L. Bauer's simultaneous iteration method
• The iterative calculation of several of the lowest or highest eigenvalues and corresponding eigenvectors of very large symmetric matrices
• A Lanczos Algorithm for Computing Singular Values and Vectors of Large Matrices
• Solution of Sparse Indefinite Systems of Linear Equations
• Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
• Use of the Lanczos Method for Finding Complete Sets of Eigenvalues of Large Sparse Symmetric Matrices
• The Lanczos Algorithm with Selective Orthogonalization
• A Compact Storage Scheme for the Solution of Symmetric Linear Simultaneous Equations
• Practical use of the symmetric Lanczos process with re-orthogonalization
• Computational Variants of the Lanczos Method for the Eigenproblem

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