Algorithms

Gram-Schmidt

• Classic version needs more testing, and documenting
• Modified version appears to work but should be documented

Inner product approximation to go with Gram-Schmit

• Work through this reference

Lanczos

• References:
  • https://github.com/zachtheyek/Lanczos-Algorithm/blob/master/src/lanczos.ipynb
  • https://sites.cs.ucsb.edu/~gilbert/cs290hSpr2014/Projects/BiegertKonoplivProject.pdf
  • https://en.wikipedia.org/wiki/Lanczos_algorithm

Chebyshev filtering

• Requires: Lanczos, Gram-Schmidt, matrix-matrix, multiplication
• Should prototype by calling library routines where possible

Rayleigh_quotient