Ali Jamalian - Department of Computer Science, University of Guilan
Amir Hossein Refahi Sheikhani - Department of Applied Mathematics, Faculty of Mathematical Sciences, Lahijan Branch, Islamic Azad University
Hossein Aminikhah - Department of Applied Mathematics and Computer Science, University of Guilan

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.

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