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

Software Repository

Chapter 7: Non-Hermitian Eigenvalue Problems

In this chapter we record the software for the non-Hermitian eigenvalue problem (NHEP), A x = lambda x, where the square matrix A \= A^*. x \= 0 is called a right eigenvector. A vector y \= 0 satisfying y^* A = lambda y^* is called a left eigenvector of A.

Software

Section Package Name Language Comments
7.3 LAPACK Fortran 77,
C++ wrapper
direct methods
7.4 EB12 Fortran 77 multivector iteration, eigenpairs - leftmost, rightmost, largest modulus eigvalue
7.4 SRRIT Fortran 77 multivector iteration, calculates dominant invariant subspace
7.4 LOPSI Fortran 77 multivector iteration, finds dominant eigenpairs
7.6 ARPACK Fortran 77,
C++ wrapper
implicitly restarted Arnoldi method
7.5 EB13 Fortran 77 Arnoldi method, eigenvalues - rightmost, leftmost, max imaginary part
7.8 QMRPACK Fortran 77 quasi-minimal residual (QMR) based on look-ahead Lanczos
7.8, 7.9 ABLEPACK MATLAB adaptive block Lanczos
7.9 LASO2 Fortran IV block Lanczos
7.9 BLZPACK Fortran 77 block Lanczos
7.11 QMRPACK Fortran 77 complex symmetric Lanczos
7.12 JDQR MATLAB Jacobi-Davidson

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