GitHub - lukefleed/two-pass-lanczos: A Cache Efficient, Low Memory, Lanczos Algorithm written in Rust
A Cache Efficient, Low Memory, Lanczos Algorithm written in Rust - lukefleed/two-pass-lanczos| GitHub
A Cache Efficient, Low Memory, Lanczos Algorithm written in Rust - lukefleed/two-pass-lanczos| GitHub
In this work we introduce a memory-efficient method for computing the action of a Hermitian matrix function on a vector. Our method consists of a rational Lanczos algorithm combined with a basis compression procedure based on rational Krylov subspaces that only involve small matrices. The cost of the compression procedure is negligible with respect to the cost of the Lanczos algorithm. This enables us to avoid storing the whole Krylov basis, leading to substantial reductions in memory require...| arXiv.org
