该程序使用Davidson迭代法求解实对称矩阵的几个最小/最大特征值，尤其最好是对角占优矩阵。
This is a single routine that uses the Davidson’s iterative method to solve for a few of the lowest/highest eigenvalues of a real symmetric and preferably diagonally dominant matrix.
参考文献:
Davidson, E.R., “The iterative calculation of a few of the lowest eigenvalues and corresponding eigenvectors of large real-symmetric matrices”, J. Comput. Phys. 17, 87-94 (1975)
完整源码下载地址：
http://page2.dfpan.com/fs/8l3cfj4292216229166/
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