My question is as to which is the best method to find extremal eigenvalues of a real symmetric matrix? Currently I am using Lanczos Iterations followed by Bisection Method. Does anyone have a better suggestion?
Which is the best method to find extremal eigenvalues of a symmetric matrix?
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linear-algebra
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0By "extermal eigenvalues" do you mean the largest and smallest (signed) real eigenvalues? – 2011-01-16