BLEIGIFP.m: - A matlab program that computes a few (algebraically) smallest or largest eigenvalues of a large symmetric matrix A or the generalized eigenvalue problem for a pencil (A, B):
A
x = lambda x or A
x = lambda B x
where A and B are symmetric and
B is positive definite. It implements a block generalization of the inverse
free preconditioned Krylov subspace method presented
in the thesis of P. Quillen.
It is suited to compute multiple or severely clustered eigenvalues.
For matrices that do not have multiple eigenvalues
or severely clustered eigenvalues, EIGIFP that has more features is recommended.
Please click HERE to download BLEIGIFP 1.0. BLEIGIFP is developed by Patrick Quillen and Qiang Ye. This work is supported in part by NSF grants CCR - 0098133 and DMS-0411502.
Please note that this program is provided for research and educational use. Neither redistribution nor commercial use is permitted without consent of the author.
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