James H. Money, Qiang Ye

eigifp is a MATLAB program for computing a few extreme eigenvalues and eigenvectors of the large symmetric generalized eigenvalue problem Ax = λ Bx. It is a black-box implementation of an inverse free preconditioned Krylov subspace projection method developed by Golub and Ye [2002]. It has important features that allow it to solve some difficult problems without any input from users. It is particularly suitable for problems where preconditioning by the standard shift-and-invert transformation is not feasible.

Articleeigifp is a MATLAB program for computing a few extreme eigenvalues and eigenvectors of the large symmetric generalized eigenvalue problem Ax = λ Bx. It is a black-box implementation of an inverse free preconditioned Krylov subspace projection method developed by Golub and Ye [2002]. It has important features that allow it to solve some difficult problems without any input from users. It is particularly suitable for problems where preconditioning by the standard shift-and-invert transformation is not feasible.

James H. Money,
Qiang Ye,
et al.
"Algorithm 845: EIGIFP: a MATLAB program for solving large symmetric generalized eigenvalue problems."
*Journal ACM Transactions on Mathematical Software (TOMS)*.
doi:10.1145/1067967.1067973.
Retrieved 12/15/2018 from researchcompendia.org/compendia/2013.7/

**Compendium Type**: Published Papers

**Primary Research Field**: Computer and Information Sciences

**Secondary Research Field**: Mathematics

**Content License**: Public Domain Mark

**Code License**: MIT License

created 12/12/2013

modified 01/16/2014

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