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Old   September 14, 2000, 22:57
Default Generalized eigenvalue problem
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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.

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Old   September 15, 2000, 04:53
Default Re: Generalized eigenvalue problem
Reza Besharati
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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

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Old   September 18, 2000, 00:09
Default Re: Generalized eigenvalue problem
Toyoki Matsuzawa
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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

Also, ARPACK would be good place to start with.

Best Regards Toyoki
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