BIB-VERSION:: CS-TR-v2.0
          ID:: STAN//CS-TR-72-270
       ENTRY:: October 16, 1995
ORGANIZATION:: Stanford University, Department of Computer Science
       TITLE:: The Lanczos algorithm for the symmetric Ax = $\lambda$Bx
               problem.
        TYPE:: Technical Report
      AUTHOR:: Golub, Gene H.
      AUTHOR:: Underwood, Richard R.
      AUTHOR:: Wilkinson, James H.
        DATE:: March 1972
       PAGES:: 27
    ABSTRACT:: The problem of computing the eigensystem of Ax = $\lambda$Bx
               when A and B are symmetric and B is positive definite is
               considered. A generalization of the Lanczos algorithm for
               reducing the problem to a symmetric tridiagonal eigenproblem
               is given. A numerically stable variant of the algorithm is
               described. The new algorithm depends heavily upon the
               computation of elementary Hermitian matrices. An ALGOL W
               procedure and a numerical example are also given.
       NOTES:: [Adminitrivia V1/Prg/19951016]
         END:: STAN//CS-TR-72-270