Hi

The only method I can somehow understand is the power method. That is also the only one that I have programmed myself.

Try www.math.com, "ask an expert". I have asked there a few questions every now and then, and the answers are good.

Kiso

This is a question which can't be answered in a forum such as this.  Just to understand the Lanczos method takes about 20 pages (and I don't claim to understand it well).

Why are you asking?  I can't reasonably answer this question, but maybe if you pose the question behind this one . . .
Brad

Hi,
yes, Bradh is right, one could only make a short resume of both methode, i.e subspace methode is only effective for small eigenvalue problems and for computer with small size of memory (but think about the memory size of computer todays) and lanczos is effective for a great problem and small one too, besides it is robust, since it implemented both "tranformation" and "tracking" methode, so it should be preferebly over other methodes nowadays, unless new methode is invented

cheers

Thanks!!