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Implementation of the GMR Algorithm for Large Symmetric Eigenproblems

Kuczynski, Jacek

We present an implementation of the generalized minimal residual (gmr) algorithm for finding an eigenpair of a large symmetric matrix. We report some numerical results for this algorithm and compare them with the results obtained for the Lanczos algorithm. A Fortran implementation of the gmr algorithm is included. The input of this subroutine is a matrix which has been partially reduced to tridiagonal form. Such a form can be obtained by the Lanczos process. The Fortran subroutine is also available via anonymous FTP as "pub/gmrval" on Columbia.edu [128.59.16.1] the Arpanet.

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Academic Units
Computer Science
Publisher
Department of Computer Science, Columbia University
Series
Columbia University Computer Science Technical Reports, CUCS-198-85
Published Here
November 7, 2011