Algorithm 827: Irbleigs: A MATLAB program for computing a few eigenpairs of a large sparse Hermitian matrix
Date of Original Version
Irbleigs is a MATLAB program for computing a few eigenvalues and associated eigenvectors of a sparse Hermitian matrix of large order n. The matrix is accessed only through the evaluation of matrix-vector products. Working space of only a few n-vectors is required. The program implements a restarted block-Lanczos method. Judicious choices of acceleration polynomials make it possible to compute approximations of a few of the largest eigenvalues, a few of the smallest eigenvalues, or a few eigenvalues in the vicinity of a user-specified point on the real axis. irbleigs also can be applied to certain large generalized eigenproblems as well as to the computation of a few nearby singular values and associated right and left singular vectors of a large general matrix.
Publication Title, e.g., Journal
ACM Transactions on Mathematical Software
Baglama, J., D. Calvetti, and L. Reichel. "Algorithm 827: Irbleigs: A MATLAB program for computing a few eigenpairs of a large sparse Hermitian matrix." ACM Transactions on Mathematical Software 29, 3 (2003): 337-348. doi: 10.1145/838250.838257.