filtlan

A library for computing extreme or interior eigenvalues of a symmetric matrix

FILTLAN is a software library written in C/C++ for computing extreme or interior eigenvalues of a symmetric matrix by a polynomial filtered Lanczos procedure. The code for extreme eigenvalues by a standard Lanczos procedure without restarting is also included. In both cases, partial reorthogonalization is provided to improve efficiency. FILTLAN uses MATKIT for the basic matrix computations and LAPACK for the routine dstev_() or sstev_() for computing eigenvalues of a symmetric tridiagonal matrix. FILTLAN does not handle generalized or other non-standard eigenvalue problems.