Arbenz P. Lecture Notes on Solving Large Scale Eigenvalue Problems

ETH Zurich, 2010, 226p.Basics
The QR Algorithm
LAPACK and the BLAS
Cuppen’s Divide and Conquer Algorithm
Vector iteration (power method)
Simultaneous vector or subspace iterations
Krylov subspaces
Arnoldi and Lanczos algorithms
Restarting Arnoldi and Lanczos algorithms
The Jacobi-Davidson Method
Rayleigh quotient minimization