Definition:Lanczos Method

Definition

The Lanczos method is an iterative technique for computing the eigenvalues of a symmetric matrix.

It is most often used when the matrix is large and sparse, because each iteration involves a single product between the matrix and a vector.

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Also known as

The Lanczos method is also known as the Lanczos algorithm.

Also see

• Definition:Conjugate Gradient Method, to which this is closely related

• Results about the Lanczos method can be found here.

Source of Name

This entry was named for Cornelius Lanczos.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): Lanczos method
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): Lanczos method