
The Paige style Lanczos algorithm is an iterative method for finding a few eigenvalues of large sparse symmetric matrices. Some beautiful relationships among the elements of the eigenvectors of a symmetric tridiagonal matrix are used to derive a perverse starting vector which delays convergence as long as possible. Why such slow convergence is never seen in practice is also examined.
Numerical computation of eigenvalues and eigenvectors of matrices, Lanczos Process, Large Sparse Symmetric Matrix, Round-Off Error, Eigenvectors, Slow Convergence
Numerical computation of eigenvalues and eigenvectors of matrices, Lanczos Process, Large Sparse Symmetric Matrix, Round-Off Error, Eigenvectors, Slow Convergence
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