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Lanczos algorithm for symmetric eigenvalue problems

D. S. Scott
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TLDR
The Lanczos algorithm was originally used to tridiagonalize symmetric matrices, but it was soon replaced by more effective methods based on explicit orthogonal similarity transformations, and was later revived as an effective scheme for solving sparse symmetric eigenvalue problems.
Abstract
The Lanczos algorithm was originally used to tridiagonalize symmetric matrices, but it was soon replaced by more effective methods based on explicit orthogonal similarity transformations. The algorithm was later revived as an effective scheme for solving sparse symmetric eigenvalue problems. The historical development and the current state of the Lanczos algorithm are surveyed.

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Inexact and incremental bilinear Lanczos components algorithms for high dimensionality reduction and image reconstruction

TL;DR: An inexact and incremental bilinear Lanczos components algorithms for high dimensionality reduction and image reconstruction and the problem of incremental generalized low rank approximations of matrices is investigated, and an incremental and inexact TRBLC (Incr-TRBLC) algorithm is proposed.
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Journal ArticleDOI

Inexact and incremental bilinear Lanczos components algorithms for high dimensionality reduction and image reconstruction

TL;DR: An inexact and incremental bilinear Lanczos components algorithms for high dimensionality reduction and image reconstruction and the problem of incremental generalized low rank approximations of matrices is investigated, and an incremental and inexact TRBLC (Incr-TRBLC) algorithm is proposed.