Effect of the CYBER 205 on the choice of method for solving the eigenvalue problem \((A-\lambda M)x=0\) (Q1097638)

For the eigenvalue problem \(Ax=\lambda Mx\), A, B large, sparse, symmetric matrices, two methods, subspace iteration and Lanczos method, are compared when running on typical examples from structural dynamic analysis (order of A, B up to 8000) on a Cyber 205. A fixed number of eigenpairs is calculated. As on serial computers it turns out on this vector computer that the Lanczos algorithm is considerably faster. However, on problems with substantial overhead in reading/writing, a block Lanczos method is preferable.