Sorry, no both A and B are general sparse matrices (non-hermitian). So is there anything else I could try?
On Thu, Jul 1, 2021 at 2:43 AM Jose E. Roman <jro...@dsic.upv.es> wrote: > Is the problem symmetric (GHEP)? In that case, you can try LOBPCG on the > pair (A,B). But this will likely be slow as well, unless you can provide a > good preconditioner. > > Jose > > > > El 1 jul 2021, a las 11:37, Varun Hiremath <varunhirem...@gmail.com> > escribió: > > > > Hi All, > > > > I am trying to compute the smallest eigenvalues of a generalized system > A*x= lambda*B*x. I don't explicitly know the matrix A (so I am using a > shell matrix with a custom matmult function) however, the matrix B is > explicitly known so I compute inv(B)*A within the shell matrix and solve > inv(B)*A*x = lambda*x. > > > > To compute the smallest eigenvalues it is recommended to solve the > inverted system, but since matrix A is not explicitly known I can't invert > the system. Moreover, the size of the system can be really big, and with > the default Krylov solver, it is extremely slow. So is there a better way > for me to compute the smallest eigenvalues of this system? > > > > Thanks, > > Varun > >