The Lanczos method can be used to obtain extremal eigenpairs of sparse symmetric or hermitian matrices. I know there are several implementations of the Lanczos method (as well as Arnoldi, Davidson, and others) out there, but I am specifically interested in one that returns the tridiagonal matrix, not just the eigenvalues and eigenvectors. The way I am doing this now is using my own Lanczos implementation in Fortran. Is there a maintained library that does the same efficiently, preferably in python?



Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.