Hi everyone. I am trying to solve the general eigenvalue problem closed to a value by computing the eigenvalues of largest magnitude. Using Arpack the command is similar to:

dp,xp=eigs(A,B,nev=3,sigma=ω[o]/rspd);

But I found ArnoldiMethod.jl and someone mentioned it should be faster than the Arpack.jl.

There are 4 different eigen solvers in EigSolver.jl based on eig, Arpack, ArnoldiMethod, KrylovKit. They works for matrix-free or sparse linear operators.