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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 |
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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 |
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