The purpose of this paper is to construct a generalized r-matrix structure of finite dimensional systems and an approach to obtain the algebro-geometric solutions of integrable nonlinear evolution equations (NLEEs). Our starting point is a generalized Lax matrix instead of the usual Lax pair. The generalized r-matrix structure and Hamiltonian functions are presented on the basis of fundamental Poisson bracket. It can be clearly seen that various nonlinear constrained (c-) and restricted (r-) systems, such as the c-AKNS, c-MKdV, c-Toda, r-Toda, c-Levi, etc, are derived from the reductions of this structure. All these nonlinear systems have r-matrices, and are completely integrable in Liouville's sense. Furthermore, our generalized structure is developed to become an approach to obtain the algebro-geometric solutions of integrable NLEEs. Finally, the two typical examples are considered to illustrate this approach: the infinite or periodic Toda lattice equation and the AKNS equation with the condition of decay at infinity or periodic boundary.
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