Affiliation:
1. Univ. of Kentucky, Lexington
2. Univ. of Maryland, College Park
Abstract
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.
Publisher
Association for Computing Machinery (ACM)
Subject
Applied Mathematics,Software
Reference17 articles.
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