Algorithm 776: SRRIT: a Fortran subroutine to calculate the dominant invariant subspace of a nonsymmetric matrix

✍ Scribed by Bai, Z.; Stewart, G. W.

• Book ID: 121441342
• Publisher: Association for Computing Machinery
• Year: 1997
• Tongue: English
• Weight: 153 KB
• Volume: 23
• Category: Article
• ISSN: 0098-3500
• DOI: 10.1145/279232.279234

✦ Synopsis

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.