Generalized subspace iteration method for solving matrix pair eigenproblem

Document Type: Research Paper

Authors

1 University of Cadi Ayyad, Marrakesh, Morocco

2 CRMEF, Marrakesh, Morocco

10.22124/jmm.2019.13944.1297

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.

Keywords