Article View: sci.math.num-analysis
Article #1016Re: SOME eigenvalues of general matrix
From: G. W. Stewart
Date: Fri, 22 Jan 1993 05:53
Date: Fri, 22 Jan 1993 05:53
84 lines
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3481 bytes
In article <1993Jan21.091649@roper.mc.ti.com> a722756@roper.mc.ti.com (W. Donald Rolph) writes:
>
>Sorry for the followup to my folowup. I just reread and caught your statement
>about geenral matrices. If you mean unsymetric I have saome unpublished work
>which extends subspace iteration to the unsymetric case. I can forward a sketch
>of the details if you are interested.
>--
>
>Regards.
>
>Don Rolph a722756@pan.mc.ti.com WD3 MS10-13 (508)-699-1263
Actually a considerable amount of work has been done on subspace
iteration for non-Hermitian matrices over the years. I am appending a
bibliography. The program SRRIT mentioned there is available by
anonymous ftp from thales.cs.umd.edu in pub/srrit (the accompanying
tech report is in pub/reports). The code is still being tested, and
we would appreciate comments from users.
Pete Stewart
\begin{thebibliography}{1}
\bibitem{bast:92}
Z.~Bai and G.~W. Stewart.
\newblock {SRRIT}\,---\,a {FORTRAN} subroutine to calculate the dominant
invariant subspace of a nonsymmetric matrix.
\newblock Technical Report 2908, Department of Computer Science, University of
Maryland, 1992.
\bibitem{baue:57}
F.~L. Bauer.
\newblock {Das Verfahren der Treppeniteration und verwandte Verfahren zur
L\"osung algebraischer Eigenwertprobleme}.
\newblock {\em {Zeitschrift f\"ur angewandte Mathematik und Physik}},
8:214--235, 1957.
\bibitem{clje:71}
M.~Clint and A.~Jennings.
\newblock A simultaneous iteration method for the unsymmetric eigenvalue
problem.
\newblock {\em Journal of the Institute for Mathematics and Applications},
8:111--121, 1971.
\bibitem{dusc:91}
I.~S. Duff and J.~A. Scott.
\newblock Computing selected eigenvalues of sparse unsymmetric matrices using
subspace iteration.
\newblock Report RAL-91-056, Central Computing Department, Rutherford Appleton
Laboratory, 1991.
\bibitem{govl:89}
G.~H. Golub and C.~F. Van~Loan.
\newblock {\em Matrix Computations}.
\newblock Johns Hopkins University Press, Baltimore, Maryland, 2nd edition,
1989.
\bibitem{jest:75}
A.~Jennings and W.~J. Stewart.
\newblock Simultaneous iteration for partial eigensolution of real matrices.
\newblock {\em J. Inst. Math. Appl.}, 15:351--362, 1975.
\bibitem{stew:75b}
G.~W. Stewart.
\newblock Methods of simultaneous iteration for calculating eigenvectors of
matrices.
\newblock In J.~H. Miller, editor, {\em Topics in Numerical Analysis {II}},
pages 185--196. Academic Press, New York, 1975.
\newblock Cited in \cite{govl:89}.
\bibitem{stew:76}
G.~W. Stewart.
\newblock Simultaneous iteration for computing invariant subspaces of a
non-{Hermitian} matrix.
\newblock {\em {\it Numerische Mathematik\/}}, 25:123--136, 1976.
\bibitem{stew:78}
G.~W. Stewart.
\newblock {SRRIT}\,---\,a {FORTRAN} subroutine to calculate the dominant
invariant subspaces of a real matrix.
\newblock Technical Report TRR-514, University of Maryland, Department of
Computer Science, 1978.
\end{thebibliography}
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Path: arc1-ca.pugleaf.net!sparky!uunet!dtix!mimsy!stewart From: stewart@cs.umd.edu (G. W. Stewart) Newsgroups: sci.math.num-analysis Subject: Re: SOME eigenvalues of general matrix Message-ID: <63599@mimsy.umd.edu> Date: 22 Jan 93 05:53:41 GMT References: <1993Jan19.170519.17129@Princeton.EDU> <1993Jan21.091649@roper.mc.ti.com> Sender: news@mimsy.umd.edu Organization: U of Maryland, Dept. of Computer Science, Coll. Pk., MD 20742 Lines: 84