@Article{Money:2005:AEM, author = "James H. Money and Qiang Ye", title = "Algorithm 845: {EIGIFP}: A {MATLAB} Program for Solving Large Symmetric Generalized Eigenvalue Problems", journal = "{ACM} Transactions on Mathematical Software", volume = "31", number = "2", month = jun, year = "2005", pages = "270--279", URL = " http://doi.acm.org/10.1145/1067967.1067973", abstract = "eigifp is a MATLAB program for computing a few extreme eigenvalues and eigenvectors of the large symmetric generalized eigenvalue problem Ax = \lambdažBx. It is a black-box implementation of an inverse free preconditioned Krylov subspace projection method developed by Golub and Ye (2002). It has some important features that allow it to solve some difficult problems without any input from users. It is particularly suitable for problems where preconditioning by the standard shift-and-invert transformation is not feasible.", }