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laeuchli

Rayleigh-Ritz Method Of Calculating Eigenpairs

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Hello All,

I'm reading about a Krylov method listed here(http://www.math.temple.edu/~fxue/mainthesis.pdf), and here http://www.cs.ucdavis.edu/~bai/Winter09/krylov.pdf. I understand the first two steps, but then they say "The numerical solution of the small k × k eigenvalue problem in the statements 3 and 4 can be treated by standard algorithms for solving small dense eigenvalue problems". I'm aware of several methods for solving eigenvalue problems, but I dont know what the standard method is when you know the problem is small and dense. Which algorithm should I be looking at?

Regards,
Jesse

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