Iterative methods for the calculation of a few of the lowest eigenvalues and corresponding eigenvectors of the AX = λBX equation with real symmetric matrices of large dimension

New methods for the iterative calculation of a few of the lowest eigenvalues and corresponding eigenvectors of a generalized eigenvalue problem are proposed. These methods use only multiplication of the A and B matrices on a vector. © 1994 by John Wiley & Sons, Inc.