Template for the Solution of Algebraic Eigenvalue Problems:
  A Practical Guide

Software Repository

Chapter 7: Non-Hermitian Eigenvalue Problems

In this chapter we record the software for the non-Hermitian eigenvalue problem (NHEP), A x = lambda x, where the square matrix A \= A^*. x \= 0 is called a right eigenvector. A vector y \= 0 satisfying y^* A = lambda y^* is called a left eigenvector of A.

Software

Section Package Name Language Comments
7.3 LAPACK FILLIN direct methods
7.4 EB12 FILLIN multivector iteration
7.4 SRRIT FILLIN multivector iteration
7.4 LOPSI FILLIN multivector iteration
7.6 ARPACK Fortran 77, C++ wrapper implicitly restarted Arnoldi method
7.5 EB13 FILLIN  
7.8 QMRPACK FORTRAN 77
7.8, 7.9 ABLEPACK MATLAB
7.9 LASO2 Fortran IV block Lanczos
7.9 BLZPACK Fortran 77 block Lanczos
7.11 QMRPACK FORTRAN 77 complex symmetric
7.12 JDQR MATLAB Jacobi-Davidson

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