Block Lanczos algorithm.

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Author
Kim, Yong Joo
Date
1989-12Advisor
Tummala, Murali
Second Reader
Therrien, Charles W.
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Show full item recordAbstract
We use a block Lanczos algorithm for computing a few of the smallest
eigenvalues and the corresponding eigenvectors of a large symmetric matrix rather
than computing all the eigenvalue-eigenvector pairs. The basic Lanczos algorithm
generates a similar matrix which is block tridiagonal from a given large symmetric
matrix. The size of the generated tridiagonal matrix depends upon the number of
the smallest eigenvalues to be computed. The result is savings in computations and
storage. The block Lanczos algorithm is well -suited for problems involving multiple
eigenvalues.
In this thesis, we develop the block Lanczos algorithm to estimate the
direction-of-arrival (DOA) of a point source based on the observations measured at
a linear array of sensors and compare the performance with that of a single vector
Lanczos algorithm. The results of the computer simulation experiments conducted
with this method are presented and discussed.
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