To be exact, the size of the tridiagonal matrix is number of iterations + 1. See description of the matrix T_mm in Wikipedia: http://en.wikipedia.org/wiki/Lanczos_algorithm
Best, DB On Sun, Nov 6, 2011 at 6:30 PM, Sean Owen <[email protected]> wrote: > Oh do you only need the top k x k bit of the tridiagonal to find the > top k eigenvalues? > > I really don't want to write a QR decomposer, phew. > > On Sun, Nov 6, 2011 at 11:26 PM, Ted Dunning <[email protected]> > wrote: > > The tridiagonal is much smaller than you would need if you wanted all the > > eigenvalues. Since you only want a small number, you only have a > > tri-diagonal matrix that is some multiple of that size. In-memory > > decomposition makes total sense. > > >
