A fast wavelet-based Lanczos decomposition for large eigenvalue problems
نویسنده
چکیده
The simple Lanczos process is very eeective for nding a few extreme eigenvalues of a large symmetric matrix. The main task in each iteration step consists in evaluating a matrix-vector product. It is shown in this paper how to apply a fast wavelet-based product in order to speed up computations. Some numerical results are given for the simple case of the Harmonic Oscillator.
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تاریخ انتشار 2007