The Calculation of Eigenvectors by the Method of Lanczos

Abstract

This paper describes a technique for calculating the eigenvectors of a matrix automatically by means of the Lanczos transformation. Both the symmetric and the unsymmetric forms are treated. It shows that with suitable modifications, the method described by the author for finding the eigenvectors by means of the Givens transformation, can be made to give accurate results for both of the Lanczos transformations.