This is for "Applied Numerical Linear Algebra", Chapter 7
Written by J. Demmel, UC Berkeley, July 10, 1993;
Modified April 22, 1995; June 4, 1997

The following matlab files implement the Lanczos method for finding eigenvalues of a symmetric matrix.

  • Lanczos Demonstration. Run this to set up the matrices used in the examples in Chapter 7. LanczosDemo.m
  • Lanczos with Full Reorthgonalization, used in Chapter 7, section 3, LanczosFullReorthog.m
  • Lanczos with No Reorthgonalization, used in Chapter 7, section 4, LanczosNoReorthog.m
  • Lanczos with Selective Orthgonalization, used in Chapter 7, section 5, LanczosSelectOrthog.m