Lanczos Eigenvalue Algorithm
Matrix N:
40
Type:
Random Sym
Graph Laplacian
Banded
Steps:
20
Run / Reseed
+1 Step
Lanczos projects a large symmetric matrix onto a Krylov subspace, producing a tridiagonal matrix T_k. Ritz values (eigenvalues of T_k) converge to extreme eigenvalues of A. Convergence is fastest for well-separated eigenvalues.