Power Method on a Generalized Eigenvalue System

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#451

From: Michael Zika
Date: Tue, 18 Aug 1992 17:39

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  I'm trying to solve an eigenvalue system that can easily
be cast as a generalized eigenvalue system:

                Ax = wBx    (dimension 1332)

EISPACK successfully found the eigenvalue specturm, now I would
like to compare the EISPACK results to a power method.  I would
like to avoid the numerical error introduced by inverting B and
applying it to the LHS.

  Is there a power method for generalized systems?  Or perhaps a
method of refining B-inverse to reduce numerical error?  I've
check Golub & Van Loan and didn't get and helpful directions.

  Any suggestions would be appreciated.


-- 
                                     |
Michael Zika (zika@ecn.purdue.edu)   |    Hey don't ask me "why?",
Purdue University                    |    I'm still working on "how?" ! 
School of Nuclear Engineering        |

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From: zika@gn.ecn.purdue.edu (Michael Zika)
Newsgroups: sci.math.num-analysis
Subject: Power Method on a Generalized Eigenvalue System
Message-ID: <1992Aug18.173918.29872@gn.ecn.purdue.edu>
Date: 18 Aug 92 17:39:18 GMT
Organization: Purdue University Engineering Computer Network
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