[eigen] Re: Lanczos Algorithm

[ Thread Index | Date Index | More lists.tuxfamily.org/eigen Archives ]

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.

Mail converted by MHonArc 2.6.19+ http://listengine.tuxfamily.org/