Michael,
another question worth asking is why the matrix is not sparse. You say it's 
because it involves the inverse of another matrix. Could you rewrite your 
eigenvalue problem in the form
  A x = lambda B x
where both A and B are sparse?

W.

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Wolfgang Bangerth                email:            [email protected]
                                 www: http://www.math.tamu.edu/~bangerth/
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