Generalized subspace iteration method for solving matrix pair eigenproblem

Document Type : Research Article

Authors

1 University of Cadi Ayyad, Marrakesh, Morocco

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 AλB. An  effective single shift procedure is given.  Several numerical experiments are presented to illustrate the effectiveness of the proposed methods.

Keywords