Thick-Restart Lanczos Method for Large Symmetric Eigenvalue Problems

Abstract

In this paper, we propose a restarted variant of the Lanczos method for symmetric eigenvalue problems named the thick-restart Lanczos method. This new variant is able to retain an arbitrary number of Ritz vectors from the previous iterations with a minimal restarting cost. Since it restarts with Ritz vectors, it is simpler than similar methods, such as the… (More)
DOI: 10.1137/S0895479898334605

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