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Algorithm for finding max/min eigenvalue of LARGE metrix?

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Bo Peng

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Feb 21, 1993, 10:15:46 AM2/21/93
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Hi all,
I have to deal with some large matrices, say, 100,000x100,000. No special
properties or, if I'm lucky, a banded diagonal one with a width of 3. Always
real. Do any of you know of any computational procedure for getting the values
of its max/min eigenvalues? Of course, there are formulae for determining the
elements (instead of just reading the numerical values) or I'd have no way to
store the matrices on the first place.

Thanx in advance.

Bo Peng

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