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 having eigenvalues dots, To generate
such a matrix, first generate a random matrix with random entries uniformly
distributed in Let the be the factorization of Now take
where is a diagonal matrix with diagonal entries dots, 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 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 where is a Ritz value in iteration as a discrete point. Try
several values of
solve correctly
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
