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Questions about libraries and standalone software designed or well-suited for scientific or numerical calculations.

5 votes
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525 views

solving generalized eigenvalue problems with the same precondition

suppose solving sequential generalized eigenvalue problems $$A_i x= \lambda Bx, i=1,2,3,\ldots $$ In general setting, we always need to perform LU for matrix B (preconditioned) before to apply the r …
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