code: public static EVD eigen(Matrix A, int k) {
          return eigen(A, k, 1.0E-8, 10 * A.nrows());
      }
docs: Find k largest approximate eigen pairs of a symmetric matrix by the
  Lanczos algorithm.
  
  @param A the matrix supporting matrix vector multiplication operation.
  @param k the number of eigenvalues we wish to compute for the input matrix.
  This number cannot exceed the size of A.