What is FILTLAN?

The FILTLAN library is a collection of C/C++ routines of polynomial filtered Lanczos methods for computing extreme and interior eigenvalues of a symmetric matrix. FILTLAN does not handle generalized or other non-standard eigenvalue problems.

The ingredients include:

• The Lanczos algorithm for symmetric eigenvalue computations.
• A polynomial filter to transform the spectrum for the fast convergence of the desired eigenvalues.
  This polynomial is obtained from applying a conjugate-residual-type algorithm in polynomial space.
• Partial reorthogonalization for maintaining semi-orthogonality among the Lanczos vectors.

Note:

• This library uses MATKIT for basic matrix computations.
• It also needs LAPACK for the routines dstev_() and sstev_() for eigenvalues of a symmetric tridiagonal matrix.

Your feedback is very welcome!

Questions, comments, and complaints, please send us email to {hrfang, saad} (at) cs dot umn dot edu.

A technical report desribing the techniques used in the package can be found here:

`‘A Filtered Lanczos Procedure for Extreme and Interior Eigenvalue Problems,’'
Haw-ren Fang and Yousef Saad, University of Minnesota Technical Report, 2011.