https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/generalized-symmetric-definite-eigenvalue-problem-with-a-shift/m-p/1146751#M26746 <P>Hello.</P><P>I have two matrices A and B and I want to solve the general eigenvalue Ax=λBx where B is positive&nbsp;definite and A is semi positive definite with the smallest&nbsp;eigenvalue of 0. So A is rank-deficient(ill-conditioned&nbsp;as a result); so I need a shift-inverse method. How can I implement using an mkl routine, either feast or lapack.&nbsp;</P><P>&nbsp;</P><P>Thanks.&nbsp;&nbsp;&nbsp;</P> Mon, 25 Nov 2019 19:34:44 GMT upsilon58 2019-11-25T19:34:44Z https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/generalized-symmetric-definite-eigenvalue-problem-with-a-shift/m-p/1146751#M26746 <P>Hello.</P><P>I have two matrices A and B and I want to solve the general eigenvalue Ax=λBx where B is positive&nbsp;definite and A is semi positive definite with the smallest&nbsp;eigenvalue of 0. So A is rank-deficient(ill-conditioned&nbsp;as a result); so I need a shift-inverse method. How can I implement using an mkl routine, either feast or lapack.&nbsp;</P><P>&nbsp;</P><P>Thanks.&nbsp;&nbsp;&nbsp;</P> Mon, 25 Nov 2019 19:34:44 GMT https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/generalized-symmetric-definite-eigenvalue-problem-with-a-shift/m-p/1146751#M26746 upsilon58 2019-11-25T19:34:44Z