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 - <p style="text-align: justify;">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. &nbsp;</p>