Finding largest eigenvalue of a polynomial eigenvalue problem

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kevin k 2016-5-5

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https://ww2.mathworks.cn/matlabcentral/answers/282695-finding-largest-eigenvalue-of-a-polynomial-eigenvalue-problem

评论： kevin k 2016-5-5

Hello

I am trying to solve an eigenvalue problem of the type find largest lambda such that : (A+lambda*B)*v=0 where A,B are n*n matrices. The function polyeig returns all the eigenvalues for the latter problem and thus this method is very slow to compute the largest eigenvalue. Is there a possibility to find only few largest eigenvalues? (In similar way like the function eigs for standard eigenvalue problem)

thanks