SRRIT - A FORTRAN Subroutine to Calculate the Dominant Invariant Subspaces of a Real Matrix.
MARYLAND UNIV COLLEGE PARK COMPUTER SCIENCE CENTER
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SRRIT is a FORTRAN program to calculate an approximate orthonormal basis for a dominant invariant subspace of a real matrix A. Specifically, given an integer m, 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 tolerence 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. SRRIT references A only through a user provided subroutine to form the product AQ hence it is suitable for large sparse problems. Author
- Theoretical Mathematics
- Computer Programming and Software