求取对称矩阵特征值和特征向量的Jacobi过关法

特征值和特征向量是指对于矩阵A有，Av=lv，v为特征向量，l为特征值。就是求解一个高次方程：det(A-lI)=0

代码如下：

unit Matrix;

interface

uses
  Math, Windows, SysUtils, Variants, Classes;

Type

TSingleExtendedArray =array of extended;

TDoubleExtendedArray=array of array of extended;

TDoubleLongintArray=array of array of longint;

procedure CalculateEigenVV(var EigenLambda: TSingleExtendedArray; var EigenVector: TDoubleExtendedArray; C: TDoubleLongintArray; N: longint; eps: extended);

implementation

procedure CalculateEigenVV(var EigenLambda: TSingleExtendedArray; var EigenVector: TDoubleExtendedArray; C: TDoubleLongintArray; N: longint; eps: extended);
var
  i, j, fi, fj, p, q, TL, k: longint;
  Change: boolean;
  x, y, cn, sn, Omega, fm, Acurrency: Extended;
  Ja: TDoubleExtendedArray;
begin
  setlength(Ja, N, N);
  setlength(EigenVector, N, N);