what is lanczos method
1 Introduction The Lanczos method [15] is widely used for ï¬nding a small number of extreme eigenval-ues and their associated eigenvectors of a symmetric matrix (or Hermitian matrix in thecomplex case).6.9)This bound, too, could be much bigger than the one of (5.1) because of one or more Î¶ j with k â i Ä j Ä â are much bigger than Î¶ i. 7 Numerical examples In this section, we shall numerically test the eï¬ectiveness of our upper bounds on theconvergence of the block Lanczos method in the case of a cluster.