A new algorithm is developed which computes a specified number of eigenvalues in any part of the spectrum of a generalized symmetric matrix eigenvalue problem. It uses a linear system routine ...

Additionally, advancements in parallel computing frameworks have invigorated classical matrix iteration methods, providing robust solutions for large, sparse generalised eigenvalue problems.

These methods are based on the transformation of A to quasi-stochastic form by diagonal matrices where, in contrast to other classes of methods, the whole diagonal consists of numbers different from 1 ...