| Package Name |
SRRIT |
| Author(s) |
Zhaojun Bai and G. W. Stewart |
| Version |
1 |
| Date
| Dec 1997 |
| Language
| Fortran 77 |
| Platform(s)
| any
|
| References
| 7.4
single and multi-vector iterations, non-Hermitian eigenproblem
|
| Functionality
|
SRRIT is a Fortran program to calculate an approximate orthonormal basis fr a dominant invariant subspace of a real matrix A (large, sparse) 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 of 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.
|
| Location
| code:
http://www.netlib.org/toms/776
documentation: ACM
Transactions on Mathematical Software, Vol. 23, no. 4, p. 494-513, Dec 1997
|