Hi,

What would be the best algorithm to obtain only the first eigenvalue (no eigenvectors required) of a big matrix (say n>1000)? Is there an easy reference for this algorithm? (by "easy" I mean with the quality/clarity of the nr algorithms).
I've seen Lanczos as an option to select a few eigenvalues. Not sure if this is the best option (also haven't found a good reference yet).

Thanks!