| Re: [eigen] generalized eigenvector solver bug |
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Current state-of-the-art is multishift QZ with early (and aggressive)
deflation:
Kreßner D., Numerical methods and software for general and structured
eigenvalue problems, PhD thesis, TU Berlin, Institut für Mathematik, 2004.
Kågström B., Kreßner D., Multishift variants of the QZ algorithm with
aggressive early deflation, SIAM Journal on Matrix Analysis and
Applications, 2006.
It is advanced algorithm and it will be implemented in next version of
LAPACK: http://goo.gl/yVYlGA