An implicit restarted Lanczos method for large symmetric eigenvalue problems
Electronic transactions on numerical analysis, Tome 2 (1994), pp. 1-21
The Lanczos process is a well known technique for computing a few, say k, eigenvalues and associated eigenvectors of a large symmetric n $\times n$ matrix. However, loss of orthogonality of the computed Krylov subspace basis can reduce the accuracy of the computed approximate eigenvalues.
@article{ETNA_1994__2__a12,
author = {Calvetti, D. and Reichel, L. and Sorensen, Danny C.},
title = {An implicit restarted {Lanczos} method for large symmetric eigenvalue problems},
journal = {Electronic transactions on numerical analysis},
pages = {1--21},
year = {1994},
volume = {2},
zbl = {0809.65030},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ETNA_1994__2__a12/}
}
TY - JOUR AU - Calvetti, D. AU - Reichel, L. AU - Sorensen, Danny C. TI - An implicit restarted Lanczos method for large symmetric eigenvalue problems JO - Electronic transactions on numerical analysis PY - 1994 SP - 1 EP - 21 VL - 2 UR - http://geodesic.mathdoc.fr/item/ETNA_1994__2__a12/ LA - en ID - ETNA_1994__2__a12 ER -
%0 Journal Article %A Calvetti, D. %A Reichel, L. %A Sorensen, Danny C. %T An implicit restarted Lanczos method for large symmetric eigenvalue problems %J Electronic transactions on numerical analysis %D 1994 %P 1-21 %V 2 %U http://geodesic.mathdoc.fr/item/ETNA_1994__2__a12/ %G en %F ETNA_1994__2__a12
Calvetti, D.; Reichel, L.; Sorensen, Danny C. An implicit restarted Lanczos method for large symmetric eigenvalue problems. Electronic transactions on numerical analysis, Tome 2 (1994), pp. 1-21. http://geodesic.mathdoc.fr/item/ETNA_1994__2__a12/