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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.

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  • $\begingroup$ Do you have any programming language constraint? $\endgroup$
    – nicoguaro
    Jul 13, 2022 at 20:09
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    $\begingroup$ ARPACK is a good choice. So is SLEPc. $\endgroup$ Jul 13, 2022 at 20:49
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    $\begingroup$ +1 SLEPc for this problem $\endgroup$
    – user20857
    Jul 13, 2022 at 22:34

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