I need to solve a generalized non-hermetian eigenvalue problem with the QZ algorithm, however I have a special structure in my matrices, namely, given the problem as,
A\\phi = \\lambdaB\\phi
Matrix A is structured as
[ A11 A12 ]
[ 0 A22]
so there is a large zero block. I was wondering if I can make use of this large zero block in the computations with the routines in the MKL related to QZ algorithm? Or is there a way to make use of this block structure in the algorithm, since I need to solve a rather dense eigenvalue problem at each iteration of an algorithm that I am working on, this sometimes increases the cost. So, I was wondering if some optimization is possible or not?