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lanczos

Function lanczos 

Source
pub fn lanczos(
    a: &CsrMatrix,
    b0: &[f64],
    k: usize,
) -> (Vec<f64>, Vec<f64>, Vec<Vec<f64>>)
Expand description

Lanczos iteration: build a tridiagonal approximation of a symmetric matrix A.

Returns (alphas, betas, Q) where:

  • alphas[k] is the k-th diagonal of the tridiagonal matrix,
  • betas[k] is the k-th subdiagonal (length k steps),
  • Q[k] is the k-th Lanczos vector (orthonormal).