• STFC home
  The Science and Technology Facilities Council
• HSL home
  About the HSL Mathematical Software Library
• HSL
  Our current release
• HSL archive
  Older packages available at no cost
• Academic access
  Free access for teaching and research
• The Numerical Analysis Group
  About the research group behind HSL
• Contact us
  Our contact details

EA25 Sparse symmetric: Lanczos for the spectrum

This subroutine uses the Lanczos algorithm to compute the part of the spectrum of a large symmetric matrix A that lies in a specified interval, that is, it computes eigenvalues without regard to multiplicities. The user need only provide $A$ in the form of code which computes $u+Av$ for any given vectors $u$ and $v$. Auxiliary calls allow corresponding eigenvectors to be found.

Precision: At least 8-byte arithmetic is recommended.