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TRLAN User Guide (open access)

TRLAN User Guide

TRLAN is a program designed to find a small number of extreme eigenvalues and their corresponding eigenvectors of a real symmetric matrix. Denote the matrix as A, the eigenvalue as {lambda}, and the corresponding eigenvector as x, they are defined by the following equation, Ax = {lambda}x. There are a number of different implementations of the Lanczos algorithm available. Why another one? Our main motivation is to develop a specialized version that only target the case where one wants both eigenvalues and eigenvectors of a large real symmetric eigenvalue problems that can not use the shift-and-invert scheme. In this case the standard non-restarted Lanczos algorithm requires one to store a large number of Lanczos vectors which can cause storage problem and make each iteration of the method very expensive. The underlying algorithm of TRLAN is a dynamic thick-restart Lanczos algorithm. Like all restarted methods, the user can choose how many vectors can be generated at once. Typically, th e user chooses a moderate size so that all Lanczos vectors can be stored in core. This allows the restarted methods to execute efficiently. This implementation of the thick-restart Lanczos method also uses the latest restarting technique, it is very effective in …
Date: March 9, 1999
Creator: Wu, Kesheng & Simon, H.
System: The UNT Digital Library