A METHOD FOR DETERMINING INTERMEDIATE EIGENPAIRS OF SPARSE, SYMMETRIC MATRICES BY LANCZOS AND SHIFTED INVERSE POWER METHOD IN GENERALIZED EIGENVALUE PROBLEMS

Abstract

This paper presents a useful numerical calculation method based on the Lanczos and shifted inverse power method in the intermediate eigenpair of sparse and symmetric matrices. The proposed method has a good accuracy and stability in a relatively small computational time. The obtained results agree well with the exact solutions in short CPU time. From these, the present method may be said to provide an efficient approach in the process of the Lanczos and shifted inverse power method