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Implement the implicitly restarted Lanczos method for finding Eigenvalues and Eigenvectors #25

Open GoogleCodeExporter opened 9 years ago

GoogleCodeExporter commented 9 years ago 
It would be useful to have an implementation of the implicitly restarted 
Lanczos method algorithm (http://en.wikipedia.org/wiki/Lanczos_algorithm). It 
could improve the efficiency of methods which require only the largest or the 
first largest Eigenvalues to be computed.

Original issue reported on code.google.com by cesarso...@gmail.com on 14 Dec 2012 at 5:52