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I want to use lanczos method to calculate the few lowest eigenvalue and eigen-vector of a large sparse symmetric matrix(~50k x ~50k). In http://www.netlib.org/lanczos/index.html I found the codes leval and levec are suitable for my situation. However, the instruction is too complicated to find how to use it and I don't know how to set the input and output files. Who used it and please gives some advice. Thanks!

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  • $\begingroup$ What programming language do you want to use? $\endgroup$ – Lagerbaer Oct 16 '13 at 16:43
  • $\begingroup$ @lagerbaer i am using fortran90... $\endgroup$ – mpk Oct 18 '13 at 5:25
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This does not directly answer your question, but maybe you want to use something like ARPACK, for example scipy.sparse.linalg.eigsh in python.

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  • $\begingroup$ I want help in terms of fortran only thanks @k20 $\endgroup$ – mpk Oct 18 '13 at 5:29
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    $\begingroup$ Although k20 referred to a python interface to ARPACK, the underlying ARPACK software is written in FORTRAN. And it is very well documented. caam.rice.edu/software/ARPACK $\endgroup$ – Bill Greene Apr 13 '14 at 17:54

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