Accession Number:

ADA065624

Title:

SRRIT - A FORTRAN Subroutine to Calculate the Dominant Invariant Subspaces of a Real Matrix.

Descriptive Note:

Technical rept,

Corporate Author:

MARYLAND UNIV COLLEGE PARK COMPUTER SCIENCE CENTER

Personal Author(s):

Report Date:

1978-11-01

Pagination or Media Count:

53.0

Abstract:

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

Subject Categories:

  • Theoretical Mathematics
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE