Template for the Solution of Algebraic Eigenvalue Problems:
  A Practical Guide

Software Repository

Chapter 8: Generalized Non-Hermitian Eigenvalue Problems

This chapter records the software for the numerical solution of the right generalized non-Hermitian eigenvalue problem (GNHEP), A x = lambda B x, where A and B are general n-by-n matrices. Occasionally, one may also seek the solution of the left generalized non-Hermitian eigenvalue problem, y^* A = lambda y^* B.


Section Package Name Language Comments
8.2 LAPACK Fortran 77,
C++ wrapper
direct methods
ARPACK Fortran 77,
C++ wrapper
has solvers for generalized non-Hermitian eigenproblem
8.4 JDQZ Fortran 77 Jacobi-Davidson
8.6 ABLEPACK MATLAB adaptive block Lanczos
8.6 SILM MATLAB Symmetric indefinite Lanczos method
generalized Schur decomposition of arbitrary pencil

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