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

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)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1978
Accession Number
ADA065624

Entities

People

  • Gilbert W. Stewart

Organizations

  • University of Maryland

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Boundary Value Problems
  • Computations
  • Computer Science
  • Computers
  • Convergence
  • Coordinate Systems
  • Eigenvalues
  • Eigenvectors
  • Equations
  • Grids
  • Iterations
  • New York
  • Numbers
  • Probability
  • Random Walk
  • Sequences
  • Transitions

Readers

  • Computer Science.
  • Linear Algebra