Abstract
The FORTRAN codes in this chapter address the question of computing distinct eigenvalues and corresponding eigenvectors of a real symmetric matrix by applying a single-vector Lanczos procedure to the inverse of an associated matrix B ≡ PCPT, where C = S0*A + SHIFT*I. The scalars S0 and SHIFT are specified by the user, selected in such a way that the resulting matrix C (or B) has a reasonable numerical condition. The permutation matrix P is chosen so that for a sparse matrix A, the resulting factorization of B is also sparse.
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© 1985 Birkhäuser Boston, Inc.
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Cullum, J.K., Willoughby, R.A. (1985). Factored Inverses of Real Symmetric Matrices. In: Lanczos Algorithms for Large Symmetric Eigenvalue Computations Vol. II Programs. Progress in Scientific Computing, vol 4. Birkhäuser Boston. https://doi.org/10.1007/978-1-4684-9178-4_4
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DOI: https://doi.org/10.1007/978-1-4684-9178-4_4
Publisher Name: Birkhäuser Boston
Print ISBN: 978-1-4684-9180-7
Online ISBN: 978-1-4684-9178-4
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