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Implicitly Restarted Lanczos Method
R. Lehoucq and D. Sorensen
The Lanczos process for a Hermitian matrix has been
derived previously in §4.4.
Here, we discuss how to apply
Our starting point is a -step
Lanczos factorization (4.10):
has orthonormal columns,
is real, symmetric, and tridiagonal
with nonnegative subdiagonal elements.
The columns of are referred to as the Lanczos vectors.
For implicit restart it is important that
the columns of be made orthogonal to full accuracy.