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

摘要

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)