A new restarting method in the Lanczos algorithm for generalized eigenvalue problem (Q879499)
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scientific article; zbMATH DE number 5152351
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new restarting method in the Lanczos algorithm for generalized eigenvalue problem |
scientific article; zbMATH DE number 5152351 |
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A new restarting method in the Lanczos algorithm for generalized eigenvalue problem (English)
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14 May 2007
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A new restarting method is proposed for the Lanczos method for computing a few eigenvalues of the symmetric positive definite eigenvalue problem \(AX=\lambda BX\) in which \(A\) and \(B\) are large and sparse matrices. The new method is developed from classical restarting procedures. Numerical tests are given which indicates the performance of the new algorithm.
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Lanczos algorithm
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restarting methods
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generalized eigenvalue problem
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numerical examples
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sparse matrices
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