# Generalized subspace iteration method for solving matrix pair eigenproblem

Document Type : Research Paper

Authors

2 CRMEF, Marrakesh, Morocco

Abstract

The main purpose of this work is to give a generalization of the Subspace Iteration Method to compute the largest eigenvalues and their corresponding eigenvectors of the matrix pencil $A-\lambda B$. An  effective single shift procedure is given.  Several numerical experiments are presented to illustrate the effectiveness of the proposed methods.

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