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 [] the Arpanet.



More About This Work

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