Titlebook: Lanczos Algorithms for Large Symmetric Eigenvalue Computations Vol. II Programs; Jane K. Cullum,Ralph A. Willoughby Book 1985 Springer Sci

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Real Symmetric Generalized Problems,d eigenvalue problem. Given two real symmetric matrices A and B, where B is positive definite and its Cholesky factors are available, these codes compute real scalars λ and corresponding real-valued vectors x ≠ 0 such that

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Hermitian Matrices,The FORTRAN codes in this chapter address the question of computing distinct eigenvalues and corresponding eigenvectors of Hermitian matrices, using a single-vector Lanczos procedure. Fcr a given Hermitian matrix λ, these codes compute real scalars A and corresponding complex vectors x ≠ 0 such that