Can anyone recommend a good software for solving generalized symmetric eigenvalue problems of the form, $$ A x = \lambda B x $$ where $A,B$ are symmetric and sparse, and $B$ is positive definite?

I have only 1 machine so I would prefer something based on OpenMP rather than MPI if possible.

  • $\begingroup$ Do you have any programming language constraint? $\endgroup$
    – nicoguaro
    Jul 13 at 20:09
  • 4
    $\begingroup$ ARPACK is a good choice. So is SLEPc. $\endgroup$ Jul 13 at 20:49
  • 1
    $\begingroup$ +1 SLEPc for this problem $\endgroup$ Jul 13 at 22:34


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