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The solution of large dense generalized eigenvalue problems on the Cray X-MP/24 with SSD. (English) Zbl 0619.65026

Numerical results of an application of Lanczos’ algorithm and methods used in the EISPACK code for eigenvalue problems \(Ax=\lambda Bx\) (a few eigenvalues and eigenvectors are required) are compared. The problems \(Ax=\lambda Bx\) are symmetric, but extremely large. In this paper is shown, that the Lanczos algorithm is generally faster.
Reviewer: L.Boubelíková

MSC:

65F15 Numerical computation of eigenvalues and eigenvectors of matrices

Software:

EISPACK; LINPACK
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References:

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