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Use of the Lanczos Method for Finding Complete Sets of Eigenvalues of Large Sparse Symmetric Matrices
Authors:EDWARDS  J T; LlCCIARDELLO  D C; THOULESS  D J
Institution: Department of Theoretical Physics, University of Manchester Manchester
Department of Mathematical Physics, University of Birmingham Birmingham
Abstract:A way of using the Lanczos method to find all the eigenvaluesof a large sparse symmetric matrix is described, and some empiricalobservations on the manner in which the method works in practiceare given. The method seems to be accurate, fast, and not verydemanding on storage. A formula for the number of iterationsnecessary to get the eigenvalues is proposed.
Keywords:
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