We provide a pedagogical review on the calculation of highly excited
eigenstates of disordered interacting quantum systems which can undergo a
many-body localization (MBL) transition, using shift-invert exact
diagonalization. We also provide an example code at
https://bitbucket.org/dluitz/sinvert_mbl/. Through a detailed analysis of the
simulational parameters of the random field Heisenberg spin chain, we provide a
practical guide on how to perform efficient computations. We present data for
mid-spectrum eigenstates of spin chains of sizes up to L=26. This work is
also geared towards readers with interest in efficiency of parallel sparse
linear algebra techniques that will find a challenging application in the MBL
problem