To be exact, the size of the tridiagonal matrix
is number of iterations + 1. See description of the matrix T_mm
in Wikipedia: http://en.wikipedia.org/wiki/Lanczos_algorithm
Best,
DB
On Sun, Nov 6, 2011 at 6:30 PM, Sean Owen <srowen@gmail.com> wrote:
> Oh do you only need the top k x k bit of the tridiagonal to find the
> top k eigenvalues?
>
> I really don't want to write a QR decomposer, phew.
>
> On Sun, Nov 6, 2011 at 11:26 PM, Ted Dunning <ted.dunning@gmail.com>
> wrote:
> > The tridiagonal is much smaller than you would need if you wanted all the
> > eigenvalues. Since you only want a small number, you only have a
> > tridiagonal matrix that is some multiple of that size. Inmemory
> > decomposition makes total sense.
> >
>
