TY - RPRT
T1 - SRRIT--A FORTRAN Subroutine to Calculate the Dominant Invariant Subspace of a Nonsymmetric Matrix
Y1 - 1998
A1 - Bai,Z.
A1 - Stewart, G.W.
KW - Technical Report
AB - SRRIT is a FORTRAN program to calculate an approximateorthonormal basis for a dominant invariant subspace of a real matrix $A$ by the method of simultaneous iteration \cite{stewart76a}. Specifically, given an integer $m$, {\sl SRRIT} attempts to compute 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 approximations to the $m$ largest eigenvalues of $A$, and the columns of $Q$ span the invariant subspace corresponding to those eigenvalues. {\sl SRRIT} references $A$ only through a user provided subroutine to form the product $AQ$; hence it is suitable for large sparse problems. (Also cross-referenced as UMIACS-TR-92-61)
PB - Instititue for Advanced Computer Studies, Univ of Maryland, College Park
VL - UMIACS-TR-92-61
UR - http://drum.lib.umd.edu/handle/1903/572
ER -