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A hybrid method combining the finite-difference time-domain (FDTD) method and Lanczos algorithm is proposed for efficiently obtaining the steady-state response for closed systems. With the Lanczos algorithm, modes of the FDTD operator can be easily extracted to reconstruct the steady-state response at any time by an analytic formula. With the aid of the time-reversal technique, existing FDTD codes are preserved. Numerical results show that with only very few Lanczos iterations, results of good agreement can be achieved between the proposed method and brute-force FDTD.