Lanczos - Codes to compute eigenvalues and eigenvectors using the Lanczos algorithm. - http://www.netlib.org/lanczos/index.html
EISPACK - A collection of Fortran subroutines that compute the eigenvalues and eigenvectors of nine classes of matrices: complex general, complex Hermitian, real general, real symmetric, real symmetric banded, real symmetric tridiagonal, special real tridiagonal, g - http://www.netlib.org/eispack/