Lanczos algorithm of minimized iterations
Gabriela Leija-Hernández, José Luis López-Bonilla, R. López-Vázquez, César Mora, Ciencia Aplicada, Tecnología Avanzada · 2013
We give an elementary exposition of the Lanczos technique to solve the matrix eigenvalue problem. This Lanczos procedure is one of the most frequently used numerical methods in matrix computations, and it is one of the 10 algorithms that exerted the greatest influence in the development and practice of science and engineering in the 20th century.