Implementations
The NAG Library contains several routines for the solution of large scale linear systems and eigenproblems which use the Lanczos algorithm.
MATLAB and GNU Octave come with ARPACK built-in. Both stored and implicit matrices can be analyzed through the eigs function (Matlab/Octave).
A Matlab implementation of the Lanczos algorithm (note precision issues) is available as a part of the Gaussian Belief Propagation Matlab Package. The GraphLab collaborative filtering library incorporates a large scale parallel implementation of the Lanczos algorithm (in C++) for multicore.
The PRIMME library also implements a Lanczos like algorithm.
Read more about this topic: Lanczos Algorithm