Version 1.1.0

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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.