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Implementation aspects of band Lanczos algorithms for computation of eigenvalues of large sparse symmetric matrices

Implementation aspects of band Lanczos algorithms for computation of eigenvalues of large sparse symmetric matrices

A band Lanczos algorithm for the iterative computation of eigenvalues and eigenvectors of a large sparse symmetric matrix is described and tested on numerical examples. It starts with a <italic>p</italic> dimensional subspace, and computes an orthonormal basis for the Krylov spaces of <italic>A</italic>, generated from this starting subspace, in which …