Block Lanczos Algorithm

Abstract

We use a Lanczos algorithm for computing a few of the smallest eigenvalues and the corresponding eigenvectors of a large symmetric matrix rather than computing all the eigenvalue-eigenvector pairs. The basic Lanczos algorithm generates a similar matrix which is block tridiagonal from a given large symmetric matrix. The size of the generated tridiagonal matrix depends upon the number of the small eigenvalues to be computed. The result is the savings in computations and storage. The block Lanczos algorithm is well suited for problems involving multiple eigenvalues. In this thesis, we develop the block Lanczos algorithm to estimate the direction-of-arrival (DOA) of a point source baed on the observations measured at a linear array of sensors and compare the performance with that of a single vector Lanczos algorithm. The results of the computer simulation experiments conducted with this method is presented and discussed. Keywords: Reversion; Reorthogonalization.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1989
Accession Number
ADA224011

Entities

People

  • Yong J. Kim

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Angle Of Arrival
  • Arrays
  • Classification
  • Computational Science
  • Computations
  • Computer Science
  • Computer Simulations
  • Computers
  • Eigenvalues
  • Electrical Engineering
  • Engineering
  • Equations
  • Linear Algebra
  • Linear Arrays
  • Signal Processing
  • Simulations

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