Thank you!
My matrix pencil is different (A symmetric, semi-pd, B symmetric, pd). I expected the eigenvectors to be B-orthogonal. They are not. The residual ||Av - Bv*Lam|| is large. So, no, ArnoldiMethod did not succeed.
Thank you!
My matrix pencil is different (A symmetric, semi-pd, B symmetric, pd). I expected the eigenvectors to be B-orthogonal. They are not. The residual ||Av - Bv*Lam|| is large. So, no, ArnoldiMethod did not succeed.