A Lanczos-type algorithm for the generalized eigenvalue problem Ax=lambdaBx

DOI10.1016/0021-9991(84)90053-6zbMath0528.65020MaRDI QIDQ786510

T. Z. Kalamboukis

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0021-9991(84)90053-6

zbMATH Keywords

Lanczos algorithm; extreme eigenvalues; real symmetric matrices; Krylov sequence; generalized matrix eigenvalue problem; orthonormal vectors; Ritz step

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

Related Items

Large-scale complex eigenvalue problems, Super-matrix methods, The trace minimization method for the symmetric generalized eigenvalue problem

Cites Work

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• The eigenvalue problem \((A-\lambda B)x = 0\) for symmetric matrices of high order
• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• An iterative method for calculating several of the extreme eigensolutions of large real non-symmetric matrices
• The iterative calculation of a few of the lowest eigenvalues and corresponding eigenvectors of large real-symmetric matrices
• The iterative calculation of several of the lowest or highest eigenvalues and corresponding eigenvectors of very large symmetric matrices
• A method for calculating the extreme eigensolution of a real symmetric matrix of high order