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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 |

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