the Randomized Small-Block Lanczos

A structural bound for cluster robustness of randomized small-block Lanczos

Announce Type: replace Abstract: The Lanczos method is a fast and memory-efficient algorithm for solving large-scale symmetric eigenvalue problems. However, its rapid convergence can deteriorate significantly when computing clustered eigenvalues due to a lack of cluster robustness. A promising strategy to enhance cluster robustness -- without substantially compromising convergence speed or memory efficiency -- is to use a random small-block initial, where the block size is greater than one...