Books on Eigenvalue Problem

Solutions of many physical systems involve finding eigenvalues and eigenvectors. For large systems, iterative methods are often used instead of exact diagonalization method. I think these books may be useful for you if you want to learn and solve large eigenvalue problems.

Iterative methods for sparse linear systems (1st edition) and Numerical Methods for Large Eigenvalue Problems by Yousef Saad. Both can be read at http://www-users.cs.umn.edu/~saad/books.html