The Lanczos algorithm applied to unsymmetric generalized eigenvalue problem

Application of the two-sided Lanczos recursion to the unsymmetric generalized eigenvalue problem is presented. The system matrices are real and unsymmetric. Therefore, the recursions are performed in real arithmetic and complex arithmetic is employed in the QR algorithm used to extract the eigenvalues of the transformed tridiagonal matrix. The biorthonormal transformation of the unsymmetric generalized eigenvalue problem is considered in detail with appropriate proofs presented in Appendices. Issues relating to the computer implementation of the unsymmetric generalized eigenvalue problem are discussed. The example problems solved demonstrate the working of the algorithm in extracting the complex and/or real eignevalues of an unsymmetric system of matrices. Also, the algorithm is applied to extract a few of the eigenvalues of a large fluid-structure interaction problem, and the results are compared with the eigenfrequencies extracted by an unsymmetric subspace iteration procedure presented in the literature.