- #1

maverick_starstrider

- 1,115

- 6

I have a lanczos algorithm that uses two vectors and the standard lanczos algorithm (http://en.wikipedia.org/wiki/Lanczos_algorithm#The_algorithm). I cannot store more than 2 (maybe 3) vectors (so I can't have something like V=[v1,v2,....,vm]). I generate my tridiagonal lanczos matrix Tm, I can solve for the eigenvalue I want now what do I do? Any help is greatly appreciated, this is driving me mad. It's amazing how many books/internet sources "discuss" this but other then a 5 page linear algebra proof fail to provide any clear explanation, much less an algorithm or an example.