IRBL: An Implicitly Restarted Block-Lanczos Method for Large-Scale Hermitian Eigenproblems

  • Authors:
  • J. Baglama;D. Calvetti;L. Reichel

  • Affiliations:
  • -;-;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2002

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Abstract

The irbleigs code is an implementation of an implicitly restarted block-Lanczos method for computing a few selected nearby eigenvalues and associated eigenvectors of a large, possibly sparse, Hermitian matrix A. The code requires only the evaluation of matrix-vector products with A; in particular, factorization of A is not demanded, nor is the solution of linear systems of equations with the matrix A. This, together with a fairly small storage requirement, makes the irbleigs code well suited for large-scale problems. Applications of the irbleigs code to certain generalized eigenvalue problems and to the computation of a few singular values and associated singular vectors are also discussed. Numerous computed examples illustrate the performance of the method and provide comparisons with other available codes.