By default, it is solving the problem as B^{-1}*A*x=lambda*x (see chapter on Spectral Transformation). That is why A can be a shell matrix without problem. But B needs to be an explicit matrix in order to compute an LU factorization. If B is also a shell matrix then you should set an iterative solver for the associated KSP (see examples in the chapter).
An alternative is to create a shell matrix M that computes the action of B^{-1}*A, then pass M to the EPS solver as a standard eigenproblem. Jose > El 12 jul 2023, a las 19:04, Quentin Chevalier > <quentin.cheval...@polytechnique.edu> escribió: > > Hello PETSc Users, > > I have a generalised eigenvalue problem : Ax= lambda Bx > I used to have only A as a matrix-free method, I used mumps and an LU > preconditioner, everything worked fine. > > Now B is matrix-free as well, and my solver is returning an error : > "MatSolverType mumps does not support matrix type python", which is ironic > given it seem to handle A quite fine. > > I have read in the user manual here that there some methods may require > additional methods to be supplied for B like MATOP_GET_DIAGONAL but it's > unclear to me exactly what I should be implementing and what is the best > solver for my case. > > A is hermitian, B is hermitian positive but not positive-definite or real. > Therefore I have specified a GHEP problem type to the EPS object. > > I use PETSc in complex mode through the petsc4py bridge. > > Any help on how to get EPS to work for a generalised matrix-free case would > be welcome. Performance is not a key issue here - I have a tractable high > value case on hand. > > Thank you for your time, > > Quentin