Generalized subspace iteration method for solving matrix pair eigenproblem

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.

Keywords:

Matrix pencil , Generalized eigenvalues , Generalized QR-Francis , Generalized Subspace Iteration Method