| Package Name
| EB12
|
| Author(s)
| I. S. Duff and J. A. Scott |
| Version
| 1 |
| Date
| June 1993 |
| Language
| Fortran 77 |
| Platform(s)
| any
|
| References
| 7.4
single and multi-vector iterations, non-Hermitian eigenproblem
|
| Functionality |
The EB12 code is used to calculate the eigenvalues of a large sparse real unsymmetric matrix. An option exists for computing their corresponding eigenvectors. The eigenvalues are the rightmost, leftmost, or have the largest modulus. A subspace iteration algorithm is used to compute a sequence of sets of vectors that converge to an orthonormal basis for the invariant subspace corresponding to the required eigenvalues. This algorithm is combined with Chebychev acceleration if the rightmost or leftmost eigenvalues are sought, or if the eigenvalues of largest modulus are known to be the rightmost or leftmost eigenvalues.
The code does not need the matrix explicitly since it only requires the user to multiply sets of vectors by the matrix.
|
| Location |
EB12 code is in the
Harwell Subroutine Library
, release 11
EB12 documentation is in the ACM
Transactions on Mathematical Software, Vol. 19, no. 2, p. 137-159, June 1993
|