24 lines
1.5 KiB
Text
24 lines
1.5 KiB
Text
The package is designed to compute a few eigenvalues and corresponding
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eigenvectors of a general n by n matrix A. It is most appropriate for large
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sparse or structured matrices A where structured means that a matrix-vector
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product w <- Av requires order n rather than the usual order n2 floating point
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operations. This software is based upon an algorithmic variant of the Arnoldi
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process called the Implicitly Restarted Arnoldi Method (IRAM). When the matrix
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A is symmetric it reduces to a variant of the Lanczos process called the
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Implicitly Restarted Lanczos Method (IRLM). These variants may be viewed as a
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synthesis of the Arnoldi/Lanczos process with the Implicitly Shifted QR
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technique that is suitable for large scale problems. For many standard
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problems, a matrix factorization is not required. Only the action of the matrix
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on a vector is needed.
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ARPACK software is capable of solving large scale symmetric, nonsymmetric,
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and generalized eigenproblems from significant application areas. The software
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is designed to compute a few (k) eigenvalues with user specified features
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such as those of largest real part or largest magnitude. Storage requirements
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are on the order of n*k locations. No auxiliary storage is required. A set
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of Schur basis vectors for the desired k-dimensional eigen-space is computed
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which is numerically orthogonal to working precision. Numerically accurate
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eigenvectors are available on request.
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WWW: http://www.caam.rice.edu/software/ARPACK/
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NOTE: You MUST link with BLAS library or a replacement like ATLAS.
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