Take the tour ×  I would like to write a simple program (in C)
using Lanczos algorithm. I came across a Matlab example which
helped me to understand a bit further the algorithm, however
from this piece of code I can't find the way of getting the
eigenvalues and eigenvectors. I can follow the algorithm but I
think I must be missing something. Can someone guided to get the
eigenvalues from this example so I can understand the method and
then code it in C?  % Create a random symmetric matrix  for
i=1:D,     for j=1:i,  % Iteration with j=0  r0 = rand(D,1);  b0
= sqrt(r0'*r0);  q1 = r0/b0;  a1 = q1'*A*q1  %Iteration with j=1
r1 = A*q1 - a1*q1 b1 = sqrt(r1'*r1) q2 = r1/b1; a2 = q2'*A*q2
%Iteration with j=2 r2 = A*q2 - a2*q2 - b1*q1; b2 = sqrt(r2'*r2)
q3 = r2/b2 a3 = q3'*A*q3  % Create Matrix Q Q = [q1 q2 q3];
%Check orthogonality EYE = Q'*Q T = Q'*A*Q share|improve this
question Seeing that the question earned the Tumbleweed badge
here, you should try asking at scicomp.stackexchange.com A
moderator can migrate t