Document Type
Article
Date of Original Version
2003
Abstract
The irbleigs code is an implementation of an implicitly restarted block-Lanczos method for computing a few selected nearby eigenvalues and associated eigenvectors of a large, possibly sparse, Hermitian matrix A. The code requires only the evaluation of matrix-vector products with A; in particular, factorization of A is not demanded, nor is the solution of linear systems of equations with the matrix A. This, together with a fairly small storage requirement, makes the irbleigs code well suited for large-scale problems. Applications of the irbleigs code to certain generalized eigenvalue problems and to the computation of a few singular values and associated singular vectors are also discussed. Numerous computed examples illustrate the performance of the method and provide comparisons with other available codes.
Citation/Publisher Attribution
Baglama, J., Calvetti, D., & Reichel, L. (2003). IRBL: An Implicitly Restarted Block-Lanczos Method for Large-Scale Hermitian Eigenproblems. SIAM J. Sci. Comput., 24(5), 1650-1677. doi: 10.1137/S1064827501397949
Available at: https://doi.org/10.1137/S1064827501397949
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