A New Algorithm for Solving Large-Scale Generalized Eigenvalue Problem Based on Projection Methods

Algorithm 3

CIRR method.

	Input:
	Output:
(1)	Set
(2)	Solve for , , [14–16]
(3)	Compute , by (17)
(4)	Construct an orthonormal basis from
(5)	Form and
(6)	Compute the eigenpairs of
(7)	Set
(8)	Select the approximate eigenpairs from