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Everything about Lanczos algorithm

Numerical eigenvalue calculation

The Lanczos algorithm is an iterative method devised by Cornelius Lanczos that is an adaptation of power methods to find the "most useful" eigenvalues and eigenvectors of an Hermitian matrix, where is often but not necessarily much smaller than. Although computationally efficient in principle, the method as initially formulated was not useful, due to its numerical instability. Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: Lanczos algorithmA 5-minute orientation
  2. Skim a recent paper: On Krylov complexity in open systems: an approach via bi-Lanczos algorithmInfluential work since 2022
  3. Pick up a classic book: Strongly Correlated SystemsThe most-reprinted book on the subject
  4. Read the landmark paper: Generalized Lanczos algorithm for variational quantum Monte CarloCited 339 times
  5. Go sideways: Arrowhead matrixA closely related topic
  6. Go sideways: Power iterationA closely related topic

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🏆 Landmark papers (most cited)

🆕 Influential since 2022

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