ABSTRACT
The eigenvalue problem has a hundred-year-old historical foundation dating from Rayleigh [12]. The most profound influence in the area, however, came from Lanczos’ heralded paper [9] in 1950. Key ideas of his approach were used in the conjugate gradient method of the last chapter. Anecdotal evidence even suggests that Hestenes and Stiefel gained significant benefit from the presence of Lanczos, who was their coworker at the National Bureau of Standards. The other important development in eigenvalue solutions, regarded as another classical contribution, was the QR iteration of Francis [4].
