TY - JOUR
T1 - Algorithm 776: SRRIT: a Fortran subroutine to calculate the dominant invariant subspace of a nonsymmetric matrix
JF - ACM Trans. Math. Softw.
Y1 - 1997
A1 - Bai,Z.
A1 - Stewart, G.W.
KW - invariant subspace
KW - nonsymmetric eigenvalue problem
KW - project method
AB - SRRT is a Fortran program to calculate an approximate orthonomral basis fr a dominant invariant subspace of a real matrix A by the method of simultaneous iteration. Specifically, given an integer m, SRRIT computes a matrix Q with m orthonormal columns and real quasi-triangular matrix T or 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 eigenvalues of largest absolute magnitude of A and the columns of Q span the invariant subspace corresponding to those eigenvalues. SRRIT references A only through a user-provided subroutine to form the product AQ; hence it is suitable for large sparse problems.
VL - 23
SN - 0098-3500
UR - http://doi.acm.org/10.1145/279232.279234
CP - 4
M3 - 10.1145/279232.279234
ER -