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Identifying Spurious Eigenvalues of the Single Vector Lanczos Method

IP.com Disclosure Number: IPCOM000066184D
Original Publication Date: 1979-Jan-01
Included in the Prior Art Database: 2005-Feb-19

Publishing Venue

IBM

Related People

Authors:
Cullum, JK Willoughby, RA [+details]

Abstract

An application of the single-vector, Lanczos procedure to an nxn, real, symmetric matrix A yields a sequence of symmetric, tridiagonal, mxm matrices T(m), equals 1,2,... . These matrices are generated using Lanczos recursion (1) (Image Omitted) In (1) the v(i) are n times 1 vectors with v a unit vector chosen randomly. The alpha (1) and beta(i+1) generated in (1) are, respectively, the diagonal and off diagonal entries of T(m).