Date of Original Version
We investigate two widely used recursive algorithms for the computation of eigenvectors with extreme eigenvalues of large symmetric matrices -- the modified Lanczös method and the conjugate-gradient method. The goal is to establish a connection between their underlying principles and to evaluate their performance in applications to Hamiltonian and transfer matrices of selected model systems of interest in condensed matter physics and statistical mechanics. The conjugate-gradient method is found to converge more rapidly for understandable reasons, while storage requirements are the same for both methods.
Nightingale, M. P., Viswanath, V. S., & Muller, Gerhard. (1993). Computation of dominant eigenvalues and eigenvectors: A comparative study of algorithms. Physical Review B, 48(10), 7696-7699. http://dx.doi.org/10.1103/PhysRevB.48.7696