ARPACK software is capable of solving large symmetric, nonsymmetric, and
generalized eigenproblems. The software is designed to compute a few (k)
eigenvalues with user-specified features, such as those of largest real part
or largest magnitude. Storage requirements are on the order of n*k locations,
and no auxiliary storage is required. A set of numerically orthogonal Schur
basis vectors for the desired k-dimensional eigen-space is computed.
Numerically accurate eigenvectors are available on request.

WWW: http://www.caam.rice.edu/software/ARPACK/