| [eigen] Re: Lanczos Algorithm |
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30.05.2014 19:06, Imène Tendjaoui пишет:
> The Lanczos algorithm provides a tridiagonal matrix so we were wondering
> wheter it would be a good idea to use the characteristic polynomials to
> find the eigenvalues - given that the polynomials have particular
> properties - or use a more general algorithm.
>
> We do not know all the algorithms, so feel free to make any suggestions.
Do you mean Rayleight-Ritz approximations? I know that it is used in
nonlinear non-convex optimization.