Having done with subspace iteration method, I think now I can understand and implement the Lanczos method. In fact the lanczos algorithm is simpler than the subspace, but it seems to me that the common Lanczos algorithms give the largest eigenvalues rather than smalles ones. That being true, does anyone have a reference for the case of calculating smallest eigenvalues?(adsbygoogle = window.adsbygoogle || []).push({});

Your help would be highly appreciated.

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# The Lanczos method

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