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Volume 18, Issue 4
Preconditioning Block Lanczos Algorithm for Solving Symmetric Eigenvalue Problems

Hua Dai & Peter Lancaster

J. Comp. Math., 18 (2000), pp. 365-374.

Published online: 2000-08

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A preconditioned iterative method for computing a few eigenpairs of large sparse symmetric matrices is presented in this paper. The proposed method which combines the preconditioning techniques with the efficiency of block Lanczos algorithm is suitable for determination of the extreme eigenvalues as well as their multiplicities. The global convergence and the asymptotically quadratic convergence of the new method are also demonstrated.  

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@Article{JCM-18-365, author = {Hua Dai and Peter Lancaster}, title = {Preconditioning Block Lanczos Algorithm for Solving Symmetric Eigenvalue Problems}, journal = {Journal of Computational Mathematics}, year = {2000}, volume = {18}, number = {4}, pages = {365--374}, abstract = {

A preconditioned iterative method for computing a few eigenpairs of large sparse symmetric matrices is presented in this paper. The proposed method which combines the preconditioning techniques with the efficiency of block Lanczos algorithm is suitable for determination of the extreme eigenvalues as well as their multiplicities. The global convergence and the asymptotically quadratic convergence of the new method are also demonstrated.  

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/9049.html} }
TY - JOUR T1 - Preconditioning Block Lanczos Algorithm for Solving Symmetric Eigenvalue Problems AU - Hua Dai & Peter Lancaster JO - Journal of Computational Mathematics VL - 4 SP - 365 EP - 374 PY - 2000 DA - 2000/08 SN - 18 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/9049.html KW - eigenvalue, eigenvector, sparse matrices, Lanczos method, preconditioning. AB -

A preconditioned iterative method for computing a few eigenpairs of large sparse symmetric matrices is presented in this paper. The proposed method which combines the preconditioning techniques with the efficiency of block Lanczos algorithm is suitable for determination of the extreme eigenvalues as well as their multiplicities. The global convergence and the asymptotically quadratic convergence of the new method are also demonstrated.  

Hua Dai and Peter Lancaster. (2000). Preconditioning Block Lanczos Algorithm for Solving Symmetric Eigenvalue Problems. Journal of Computational Mathematics. 18 (4). 365-374. doi:
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