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Implicitly Restarted Lanczos Method
R. Lehoucq and D. Sorensen
The Lanczos process for a Hermitian matrix
has been
derived previously in §4.4.
Here, we discuss how to apply
implicit restart.
Our starting point is a
-step
Lanczos factorization (4.10):
where
has orthonormal columns,
,
and
is real, symmetric, and tridiagonal
with nonnegative subdiagonal elements.
The columns of
are referred to as the Lanczos vectors.
For implicit restart it is important that
the columns of
be made orthogonal to full accuracy.
Subsections
Susan Blackford
2000-11-20