Lecture Notes on Solving Large Scale Eigenvalue Problems

ETH Zurich, 2010, 226p. Contents: Introduction Basics The QR Algorithm LAPACK and the BLAS Cuppen’s Divide and Conquer Algorithm Vector iteration (power method) Simultaneous vector or subspace iterations Krylov subspaces Arnoldi and Lanczos algorithms Restarting Arnoldi and Lanczos algorithms The Jacobi-Davidson Method Rayleigh quotient minimization