Question: Write a program implementing the Lanczos method. Test your method on a random symmetric matrix of order n having eigenvalues 1 , 2 , dots,

Write a program implementing the Lanczos method. Test your method
on a random symmetric matrix of order n having eigenvalues 1,2,dots,n. To generate
such a matrix, first generate a random nn matrix B with random entries uniformly
distributed in [0,1). Let the B=QR be the QR factorization of B. Now take
A=QDQT, where D is a diagonal matrix with diagonal entries 1,2,dots,n. The
Lanczos algorithm needs to find eigenvalues of a tridiagonal matrix - use matlab library
routine to find these eigenvalues. For the purpose of this exercise, run the Lanczos
iteration for a full n iterations.
To see graphically how the Ritz values behave, construct a plot with the iteration
number on the vertical axis and the Ritz value at each iteration on the horizontal axis.
Plot each pair (,k) where is a Ritz value in iteration k as a discrete point. Try
several values of n=30,40,50.
solve correctly
Write a program implementing the Lanczos method.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Accounting Questions!