# Generalized eigenvalue problem

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 September 14, 2000, 22:57 Generalized eigenvalue problem #1 z.zeng Guest   Posts: n/a 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

 September 15, 2000, 04:53 Re: Generalized eigenvalue problem #2 Reza Besharati Guest   Posts: n/a 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

 September 18, 2000, 00:09 Re: Generalized eigenvalue problem #3 Toyoki Matsuzawa Guest   Posts: n/a 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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