DocumentCode
3006980
Title
A block Lanczos algorithm for computing the q algebraically largest eigenvalues and a corresponding eigenspace of large, sparse, real symmetric matrices
Author
Cullum, J. ; Donath, W.E.
Author_Institution
IBM T. J. Watson Research Center, Yorktown Heights, New York
fYear
1974
fDate
20-22 Nov. 1974
Firstpage
505
Lastpage
509
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.
Keywords
Convergence; Eigenvalues and eigenfunctions; Sparse matrices; Symmetric matrices; Testing; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the 13th Symposium on Adaptive Processes, 1974 IEEE Conference on
Conference_Location
Phoenix, AZ, USA
Type
conf
DOI
10.1109/CDC.1974.270490
Filename
4045283
Link To Document