Algorithm 827: irbleigs: A MATLAB program for computing a few eigenpairs of a large sparse Hermitian matrix

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

  • Affiliations:
  • University of Rhode Island, Kingston, RI;Case Western Reserve University, Cleveland, OH;Kent State University, Kent, OH

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 2003

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Abstract

irbleigs is a MATLAB program for computing a few eigenvalues and associated eigenvectors of a sparse Hermitian matrix of large order n. The matrix is accessed only through the evaluation of matrix-vector products. Working space of only a few n-vectors is required. The program implements a restarted block-Lanczos method. Judicious choices of acceleration polynomials make it possible to compute approximations of a few of the largest eigenvalues, a few of the smallest eigenvalues, or a few eigenvalues in the vicinity of a user-specified point on the real axis. irbleigs also can be applied to certain large generalized eigenproblems as well as to the computation of a few nearby singular values and associated right and left singular vectors of a large general matrix.