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Lanczos versus subspace iteration for solution of eigenvalue problems

โœ Scribed by Bahram Nour-Omid; Beresford N. Parlett; Robert L. Taylor


Publisher
John Wiley and Sons
Year
1983
Tongue
English
Weight
523 KB
Volume
19
Category
Article
ISSN
0029-5981

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Numerical solution of eigenvalue problem
โœ Patrick Fischer ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 456 KB ๐Ÿ‘ 2 views

The simple Lanczos process is very efficient for finding a few extreme eigenvalues of a large symmetric matrix. The main task in each iteration step consists in evaluating a matrix-vector product. It is shown how to apply a fast wavelet-based product in order to speed up computations. Some numerical