An indefinite variant of LOBPCG for definite matrix pencils
We propose a novel preconditioned solver for generalized Hermitian eigenvalue problems. More specifically, we address the case of a definite matrix pencil(i.e., A, B are Hermitian and there is a shift such that is positive definite). Our new method is a variant of the popular LOBPCG method operating in an indefinite inner product. It also turns out to be a generalization of the LOBP4DCG method for solving producteigenvalue problems.