Thick-Restart Lanczos Method for Large Symmetric Eigenvalue Problems

Thick-Restart Lanczos Method for Symmetric Eigenvalue Problems

For real symmetric eigenvalue problems, there are a number of algorithms that are mathematically equivalent, for example, the Lanczos algorithm, the Arnoldi method and the unpreconditioned Davidson method. The Lanczos algorithm is often preferred because it uses signiicantly fewer arithmetic operations per iteration. To limit the maximum memory usage, these algorithms are often restarted. In re...

TRPL+K: Thick-Restart Preconditioned Lanczos+K Method for Large Symmetric Eigenvalue Problems

The Lanczos method is one of the standard approaches for computing a few eigenpairs of a large, sparse, symmetric matrix. It is typically used with restarting to avoid unbounded growth of memory and computational requirements. Thick-restart Lanczos is a popular restarted variant because of its simplicity and numerically robustness. However, convergence can be slow for highly clustered eigenvalu...

An Implicitly Restarted Lanczos Method for Large Symmetric Eigenvalue Problems

The Lanczos process is a well known technique for computing a few, say k, eigenvalues and associated eigenvectors of a large symmetric n×n matrix. However, loss of orthogonality of the computed Krylov subspace basis can reduce the accuracy of the computed approximate eigenvalues. In the implicitly restarted Lanczos method studied in the present paper, this problem is addressed by fixing the num...

A Thick-Restart Lanczos Algorithm with Polynomial Filtering for Hermitian Eigenvalue Problems

Polynomial filtering can provide a highly effective means of computing all eigenvalues of a real symmetric (or complex Hermitian) matrix that are located in a given interval, anywhere in the spectrum. This paper describes a technique for tackling this problem by combining a ThickRestart version of the Lanczos algorithm with deflation (‘locking’) and a new type of polynomial filters obtained fro...

Thick-restart Lanczos method for electronic structure calculations