ALGORITHM-776 - SRRIT - A FORTRAN SUBROUTINE TO CALCULATE THE DOMINANT INVARIANT SUBSPACE OF A NONSYMMETRIC MATRIX

Authors
Citation
Z. Bai et Gw. Stewart, ALGORITHM-776 - SRRIT - A FORTRAN SUBROUTINE TO CALCULATE THE DOMINANT INVARIANT SUBSPACE OF A NONSYMMETRIC MATRIX, ACM transactions on mathematical software, 23(4), 1997, pp. 494-513
Citations number
18
Language
INGLESE
art.tipo
Article
ISSN journal
0098-3500
Volume
23
Issue
4
Year of publication
1997
Pages
494 - 513
Database
ISI
SICI code
0098-3500(1997)23:4<494:A-S-AF>2.0.ZU;2-A
Abstract
SRRIT is a Fortran program to calculate an approximate orthonormal bas is for a dominant invariant subspace of a real matrix A by the method of simultaneous iteration. Specifically, given an integer m, SRRIT com putes a matrix Q with m orthonormal columns and real quasi-triangular matrix T of order m such that the equation AQ = QT is satisfied up to a tolerance specified by the user. The eigenvalues of T are approximat ions to the m eigenvalues of largest absolute magnitude of A, and the columns of Q span the invariant subspace corresponding to those eigenv alues. SRRIT references A only through a user-provided subroutine to f orm the product AQ; hence it is suitable for large sparse problems.