LANZ


Package Name LANZ
Author(s) Mark T. Jones and Merrell L. Patrick
Version 1.0
Date 1991
Language C, Fortran
Platform(s) sun3, sun4, cray ymp, convex 220, Encore Multimax
possibly others
Reference(s) 4.4 Lanczos Method, Hermitian eigenvalue problem
5.5 Lanczos Method, generalized Hermitian eigenvalue problem
Functionality LANZ solves the symmetric generalized eigenproblem,
                     K x = lambda M x
 
where K is symmetric positive definite and M is positive semi-definite. It is also capable of solving
                     K x = - lambda M x
 
where M can be indefinite. It can find either 1) all the eigenpairs in a user-specified range, or 2) the p eigenpairs closest to some user-specified value, sigma. This algorithm has spectral transformation, partial reorthogonalization, and accelerated convergence.
Location http://www.netlib.org/lanz/index.html


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