Block Lanczos Algorithm
NAVAL POSTGRADUATE SCHOOL MONTEREY CA
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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.
- Numerical Mathematics