EA25: Sparse symmetric: Lanczos for the spectrum

This subroutine uses the Lanczos algorithm to compute the part of the spectrum of a large symmetric matrix A that lies in a specified interval, that is, it computes eigenvalues without regard to multiplicities. The user need only provide \(\mathbf{A}\) in the form of code which computes \(\mathbf{u+Av}\) for any given vectors \(\mathbf{u}\) and \(\mathbf{v}\). Auxiliary calls allow corresponding eigenvectors to be found.

Precision: At least 8-byte arithmetic is recommended.