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.
Hafid Bentbib, A., Kanber, A., & Lachhab, K. (2019). Generalized subspace iteration method for solving matrix pair eigenproblem. Journal of Mathematical Modeling, 7(3), 337-355. doi: 10.22124/jmm.2019.13944.1297
MLA
Abdeslem Hafid Bentbib; Ahmed Kanber; Kamal Lachhab. "Generalized subspace iteration method for solving matrix pair eigenproblem". Journal of Mathematical Modeling, 7, 3, 2019, 337-355. doi: 10.22124/jmm.2019.13944.1297
HARVARD
Hafid Bentbib, A., Kanber, A., Lachhab, K. (2019). 'Generalized subspace iteration method for solving matrix pair eigenproblem', Journal of Mathematical Modeling, 7(3), pp. 337-355. doi: 10.22124/jmm.2019.13944.1297
VANCOUVER
Hafid Bentbib, A., Kanber, A., Lachhab, K. Generalized subspace iteration method for solving matrix pair eigenproblem. Journal of Mathematical Modeling, 2019; 7(3): 337-355. doi: 10.22124/jmm.2019.13944.1297