Template for the Solution of Algebraic Eigenvalue Problems:
  A Practical Guide

Software Repository

Chapter 4: Hermitian Eigenvalue Problems

In this chapter, we record the available software for the standard Hermitian, or most often real symmetric, eigenvalue (HEP), A x = lambda x, where A = A*. It is the most commonly occuring algebraic eigenvalue problem, for which we have the most reliable theory and the most powerful algorithms and software available.

Software

Section Package Name Language Comments
4.2 LAPACK Fortran 77,
C++ wrapper
direct methods
4.4 LANCZOS Fortran 77 Lanczos and block Lanczos
4.4 LANZ C, Fortran Lanczos
4.4 LASO2 Fortran IV block Lanczos
4.4 LANSO Fortran 77 Lanczos
4.4 PLANSO Fortran 77 parallel version of LANSO
4.4 PROPACK Fortran 77, MATLAB Lanczos method (also SVD solver for large sparse matrices)
4.5 ARPACK Fortran 77,
C++ wrapper
implicitly restarted Lanczos method
4.5 TRLAN Fortran 90 thick restart Lanczos, use when shift and invert not possible
4.7 JDQR MATLAB Jacobi-Davidson
new IRBLEIGS MATLAB implicitly restarted block Lanczos

list by chapter repository home