A Large, Sparse, and Indefinite Generalized Eigenvalue Problem from Fluid Mechanics
Hans Detlef Mittelmann, Cindy C. Law, Daniel F. Jankowski, G. Paul Neitzel · SIAM Journal on Scientific and Statistical Computing · 1992
A numerical method for calculating the minimum positive eigenvalue of a sparse, indefinite, Hermitian algebraic problem has been developed. The method is based on inverse iteration and is a generalization of a procedure previously employed for the simpler problem of finding the smallest eigenvalue of a positive-definite matrix. Motivation was provided by a three-dimensional research problem from hydrodynamic stability. Stability limits obtained from the application of the method to a previously studied problem are compared to independently determined results.