Document Type: Research Paper
University of Cadi Ayyad, Marrakesh, Morocco
CRMEF, Marrakesh, Morocco
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.