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).