Software Availability

There are several pieces of software available for subspace iteration. EA12 is a routine by Duff and Scott for symmetric subspace iteration [143]. It is part of the Harwell Subroutine Library. Given a real (sparse) symmetric matrix, this routine computes the $r$ largest eigenvalues and their corresponding eigenvectors. There is a classical implementation of subspace iteration by Rutishauser [382] in [458], where most of the refinements discussed here have been included.

There are also two subspace iteration-based software packages for the nonsymmetric eigenvalue problem, SRRIT by Bai and Stewart [37] and LOPSI by Stewart and Jennings [427] (see §7.4 for more details). These packages can be used to solve the symmetric eigenvalue problem, but with some loss in efficiency and accuracy.

For more information about this software, including how to access it, see the book's homepage ETHOME.