%0 Journal Article
%J ACM Trans. Math. Softw.
%D 1997
%T Algorithm 776: SRRIT: a Fortran subroutine to calculate the dominant invariant subspace of a nonsymmetric matrix
%A Bai,Z.
%A Stewart, G.W.
%K invariant subspace
%K nonsymmetric eigenvalue problem
%K project method
%X 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.
%B ACM Trans. Math. Softw.
%V 23
%P 494 - 513
%8 1997/12//
%@ 0098-3500
%G eng
%U http://doi.acm.org/10.1145/279232.279234
%N 4
%R 10.1145/279232.279234