Version 1.2.0

4th April 2013

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EB22 Sparse unsymmetric: subspace iteration

Given a real unsymmetric n × n matrix A = {aij}, this routine uses subspace iteration to calculate the r eigenvalues λi, i = 1,2,...,r, that are right-most, left-most, or are of largest modulus. The right-most (respectively, left-most) eigenvalues are the eigenvalues with the most positive (respectively, negative) real part. A second entry will return the associated eigenvectors yi, i = 1,2,...,r, where Ayi = λiyi. The routine may also be used to calculate a group of eigensolutions elsewhere in the spectrum.