Lanczos algorithm for symmetric eigenvalue problems
David Sanborn Scott · OSTI OAI (U.S. Department of Energy Office of Scientific and Technical Information) · 1980
The Lanczos algorithm was originally used to tridiagonalize symmetric matrices, but it was soon replaced by more effective methods based on explicit orthogonal similarity transformations. The algorithm was later revived as an effective scheme for solving sparse symmetric eigenvalue problems. The historical development and the current state of the Lanczos algorithm are surveyed.