Algorithm 776: SRRIT: a Fortran subrouti
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Bai, Z.; Stewart, G. W.
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Article
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1997
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Association for Computing Machinery
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English
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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 matri