Lanczos Procedures
Jane K. Cullum, Ralph A. Willoughby · Birkhäuser Boston eBooks · 1985
The FORTRAN codes contained in this volume are designed for computing eigenvalues and eigenvectors or singular values and singular vectors of large, sparse matrices. Large means of order several hundred to perhaps 10,000. The largest matrix which we tested was real symmetric and had order 4900. This book is divided into 9 chapters. In this first chapter we give a brief description of Lanczos eigenelement procedures and then make some comments about what the Lanczos codes in this book can and cannot be expected to compute. Detailed analyses of the ideas used in these procedures are contained in Volume 1 of this book.