SRRIT--A FORTRAN Subroutine to Calculate the Dominant Invariant Subspace of a Nonsymmetric Matrix

SRRIT is a FORTRAN program to calculate an approximateorthonormal 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)