A block Lanczos algorithm for computing the q algebraically largest eigenvalues and a corresponding eigenspace of large, sparse, real symmetric matrices
Jane Cullum, W. E. Donath
Abstract
Jane Cullum, W. E. Donath
Abstract
Many engineering applications require the computation of the q algebraically largest eigenvalues and a corresponding eigenspace of a large, sparse, real, symmetric matrix. An iterative, block version of the symmetric Lanczos algorithm has been developed for this computation. There are no restrictions on the sparsity pattern within the matrix or on the distribution of the eigenvalues of the matrix. Zero eigenvalues, eigenvalues equal in magnitude but opposite in sign, and multiple eigenvalues can all be handled directly by the procedure.
OpenAlex reports 101 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
Many engineering applications require the computation of the q algebraically largest eigenvalues and a corresponding eigenspace of a large, sparse, real, symmetric matrix. An iterative, block version of the symmetric Lanczos algorithm has been developed for this computation. There are no restrictions on the sparsity pattern within the matrix or on the distribution of the eigenvalues of the matrix. Zero eigenvalues, eigenvalues equal in magnitude but opposite in sign, and multiple eigenvalues can all be handled directly by the procedure.
Key concepts: Eigenvalues and eigenvectors, Lanczos algorithm, Lanczos resampling, Mathematics, Symmetric matrix, Computation, Matrix differential equation, Algorithm