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Generalized Eigenvalue Problem

If the generalized eigenvalue problem  

is to be solved, then one of the drivers dsdrv3, dsdrv4, dsdrv5, dsdrv6 should be used. If either ${\bf A}$ or ${\bf M}$ may be factored, then the generalized eigenvalue problem may be converted to a standard eigenvalue problem as described in  3.2 of Chapter 3,



Chao Yang
11/7/1997