Lanczos algorithm
An iterative algorithm that is an adaptation of power methods to find the most useful eigenvalues and eigenvectors of an nth-order linear system with a limited number of operations, m, where m is much smaller than n.
Proper noun
- An iterative algorithm that is an adaptation of power methods to find the most useful eigenvalues and eigenvectors of an nth-order linear system with a limited number of operations, m, where m is much smaller than n.
Origin
Devised by Cornelius Lanczos.