A new iterative method for generalized eigenvalue problem

In this paper, we present a new and efficient iterative method based on the Lanczos method and Jaya optimizer for computing a few eigenpairs of large and sparse symmetric positive definite eigenvalue problem. For this purpose, a hybrid of restarted Lanczos algorithm and Jaya optimization algorithm is proposed which is called Jaya-Lanczos algorithm. The implementation of the proposed algorithm has been tested by numerical experiments, the results show that the algorithm converges fast and works with high accuracy.

Keywords:

Lanczos algorithm , Jaya optimization algorithm , Generalized eigenproblem , Iterative method , Symmetric definite matrix.