Lanczos algorithm - Wikipedia

Input a Hermitian matrix of size , and optionally a number of iterations (as default, let =).. Strictly speaking, the algorithm does not need access to the explicit matrix, but only a function that computes the product of the matrix by an arbitrary vector. This function is called at most times.; Output an matrix with orthonormal columns and a tridiagonal real symmetric matrix = of size .

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Lanczos algorithm

Input a Hermitian matrix of size , and optionally a number of iterations (as default, let =).. Strictly speaking, the algorithm does not need access to the explicit matrix, but only a function that computes the product of the matrix by an arbitrary vector. This function is called at most times.; Output an matrix with orthonormal columns and a tridiagonal real symmetric matrix = of size .

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