SRRIT--A FORTRAN Subroutine to Calculate the Dominant Invariant Subspace of a Nonsymmetric Matrix
| dc.contributor.author | Bai, Z. | en_US |
| dc.contributor.author | Stewart, G. W. | en_US |
| dc.date.accessioned | 2004-05-31T22:22:30Z | |
| dc.date.available | 2004-05-31T22:22:30Z | |
| dc.date.created | 1992-05 | en_US |
| dc.date.issued | 1998-10-15 | en_US |
| dc.description.abstract | {\sl SRRIT} is a FORTRAN program to calculate an approximate orthonormal basis for a dominant invariant subspace of a real matrix $A$ by the method of simultaneous iteration \cite{stewart76a}. Specifically, given an integer $m$, {\sl SRRIT} attempts to compute 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 $m$ largest eigenvalues of $A$, and the columns of $Q$ span the invariant subspace corresponding to those eigenvalues. {\sl SRRIT} references $A$ only through a user provided subroutine to form the product $AQ$; hence it is suitable for large sparse problems. (Also cross-referenced as UMIACS-TR-92-61) | en_US |
| dc.format.extent | 233910 bytes | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.uri | http://hdl.handle.net/1903/572 | |
| dc.language.iso | en_US | |
| dc.relation.isAvailableAt | Digital Repository at the University of Maryland | en_US |
| dc.relation.isAvailableAt | University of Maryland (College Park, Md.) | en_US |
| dc.relation.isAvailableAt | Tech Reports in Computer Science and Engineering | en_US |
| dc.relation.isAvailableAt | UMIACS Technical Reports | en_US |
| dc.relation.ispartofseries | UM Computer Science Department; CS-TR-2908 | en_US |
| dc.relation.ispartofseries | UMIACS; UMIACS-TR-92-61 | en_US |
| dc.title | SRRIT--A FORTRAN Subroutine to Calculate the Dominant Invariant Subspace of a Nonsymmetric Matrix | en_US |
| dc.type | Technical Report | en_US |