The solution of large dense generalized eigenvalue problems on the Cray X-MP/24 with SSD
Numerical results of an application of Lanczos' algorithm and methods used in the EISPACK code for eigenvalue problems \(Ax=\lambda Bx\) (a few eigenvalues and eigenvectors are required) are compared. The problems \(Ax=\lambda Bx\) are symmetric, but extremely large. In this paper is shown, that the Lanczos algorithm is generally faster.
large dense generalized eigenvalue problems
scientific article; zbMATH DE number 4005449