Generalized eigenvalue problem
 

I am coding a Linear Stability Analysis for fluid dynamic problem, and therefore a genernalized eigenvale problem A x=lamda B x must be solved. The matrix A is real, diagonal and singular, and B is real, block-diagonal and non-symmetry.

(1) Could you suggest me a good literature or subroutine for Inverse Iteration method for eigenvalue with largest real part ?

(2) Could you suggest me a QR method or subroutine for above genernalized eigenvale problem by considering the storage of spase banded matrix A and B?

Thanks in advance.

Zeng

Re: Generalized eigenvalue problem
 

Hi

If you can take a look at the following book, Handbook for Automatic Computation Volume II; Linear Algebra,J.H. Wilkinson, C. Reinsch, published by Springer Verlag.

Reza Besharati

Gook Luck

Re: Generalized eigenvalue problem
 

Hello

Wilkinson's book is the classic for eigenvalue problem. More up-to-date information about large eigenvalue problem can be found in the following book

Y.Saad Numerical methods for Large Eigenvalue Problems

PS files are available on-line http://www-users.cs.umn.edu/~saad/books.html

Also, ARPACK would be good place to start with.

Best Regards Toyoki