幂迭代法是一种求解矩阵特征值的数值算法。它的基本思想是通过对矩阵进行多次乘积运算,逐渐逼近其最大特征值,并通过正交化得到对应的特征向量。在C#中实现幂迭代法可以用以下代码:
using System;
using MathNet.Numerics.LinearAlgebra;
namespace PowerIterationMethod
{
class Program
{
static void Main(string[] args)
{
Matrix<double> A = CreateMatrix.DenseOfArray(new double[,] { { 1, 2 }, { 3, 4 } });
Vector<double> x = CreateVector.Dense(new double[] { 1, 1 });
double epsilon = 1e-8;
int maxIterations = 100;
var lambda = PowerIteration(A, x, epsilon, maxIterations);
Console.WriteLine("最大特征值为:" + lambda);
Console.ReadLine();
}
static double PowerIteration(Matrix<double&