#include "stdafx.h"
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include "MatrixEigenvalue.h"
//求实对称矩阵特征值与特征向量的雅可比过关法
void cjcbj(double a[], int n, double v[], double eps)
{
int i,j,p,q,u,w,t,s;
double ff,fm,cn,sn,omega,x,y,d;
for (i=0; i<=n-1; i++)
{
v[i*n+i]=1.0;
for (j=0; j<=n-1; j++)
if (i!=j) v[i*n+j]=0.0;
}
ff=0.0;
for (i=1; i<=n-1; i++)
for (j=0; j<=i-1; j++)
{
d=a[i*n+j];
ff=ff+d*d;
}
ff=sqrt(2.0*ff);
loop0:
ff=ff/(1.0*n);
loop1:
for (i=1; i<=n-1; i++)
for (j=0; j<=i-1; j++)
{
d=fabs(a[i*n+j]);
if (d>ff)
{
p=i;
q=j;
goto loop;
}
}
if (ff<eps)
return;
goto loop0;
loop:
u=p*n+q;
w=p*n+p;
t=q*n+p;
s=q*n+q;
x=-a[u];
y=(a[s]-a[w])/2.0;
omega=x/sqrt(x*x+y*y);
if (y<0.0)
omega=-omega;
sn=1.0+sqrt(1.0-omega*omega);
sn=omega/sqrt(2.0*sn);
cn=sqrt(1.0-sn*sn);
fm=a[w];
a[w]=fm*cn*cn+a[s]*sn*sn+a[u]*omega;
a[s]=fm*sn*sn+a[s]*cn*cn-a[u]*omega;
a[u]=0.0;
a[t]=0.0;
for (j=0; j<=n-1; j++)
if ((j!=p)&&(j!=q))
{
u=p*n+j;
w=q*n+j;
fm=a[u];
a[u]=fm*cn+a[w]*sn;
a[w]=-fm*sn+a[w]*cn;
}
for (i=0; i<=n-1; i++)
if ((i!=p)&&(i!=q))
{
u=i*n+p;
w=i*n+q;
fm=a[u];
a[u]=fm*cn+a[w]*sn;
a[w]=-fm*sn+a[w]*cn;
}
for (i=0; i<=n-1; i++)
{
u=i*n+p;
w=i*n+q;
fm=v[u];
v[u]=fm*cn+v[w]*sn;
v[w]=-fm*sn+v[w]*cn;
}
goto loop1;
}
//求实对称矩阵特征值与特征向量的雅可比法
int cjcbi(double a[], int n, double v[], double eps, int jt)
{
int i,j,p,q,u,w,t,s,l;
double fm,cn,sn,omega,x,y,d;
l=1;
for (i=0; i<=n-1; i++)
{
v[i*n+i]=1.0;
for (j=0; j<=n-1; j++)
if (i!=j)
v[i*n+j]=0.0;
}
while (1==1)
{
fm=0.0;
for (i=1; i<=n-1; i++)
for (j=0; j<=i-1; j++)
{
d=fabs(a[i*n+j]);
if ((i!=j)&&(d>fm))
{
fm=d;
p=i;
q=j;
}
}
if (fm<eps)
return(1);
if (l>jt)
return(-1);
l=l+1;
u=p*n+q;
w=p*n+p;
t=q*n+p;
s=q*n+q;
x=-a[u];
y=(a[s]-a[w])/2.0;
omega=x/sqrt(x*x+y*y);
if (y<0.0)
omega=-omega;
sn=1.0+sqrt(1.0-omega*omega);
sn=omega/sqrt(2.0*sn);
cn=sqrt(1.0-sn*sn);
fm=a[w];
a[w]=fm*cn*cn+a[s]*sn*sn+a[u]*omega;
a[s]=fm*sn*sn+a[s]*cn*cn-a[u]*omega;
a[u]=0.0;
a[t]=0.0;
for (j=0; j<=n-1; j++)
if ((j!=p)&&(j!=q))
{
u=p*n+j;
w=q*n+j;
fm=a[u];
a[u]=fm*cn+a[w]*sn;
a[w]=-fm*sn+a[w]*cn;
}
for (i=0; i<=n-1; i++)
if ((i!=p)&&(i!=q))
{
u=i*n+p;
w=i*n+q;
fm=a[u];
a[u]=fm*cn+a[w]*sn;
a[w]=-fm*sn+a[w]*cn;
}
for (i=0; i<=n-1; i++)
{
u=i*n+p;
w=i*n+q;
fm=v[u];
v[u]=fm*cn+v[w]*sn;
v[w]=-fm*sn+v[w]*cn;
}
}
}
//约化对称矩阵为对称三对角阵的豪斯荷尔德变换法
void cstrq(double a[], int n, double q[], double b[], double c[])
{
int i,j,k,u;
double h,f,g,h2;
for (i=0; i<=n-1; i++)
for (j=0; j<=n-1; j++)
{
u=i*n+j;
q[u]=a[u];
}
for (i=n-1; i>=1; i--)
{
h=0.0;
if (i>1)
for (k=0; k<=i-1; k++)
{
u=i*n+k;
h=h+q[u]*q[u];
}
if (h+1.0==1.0)
{
c[i]=0.0;
if (i==1)
c[i]=q[i*n+i-1];
b[i]=0.0;
}
else
{
c[i]=sqrt(h);
u=i*n+i-1;
if (q[u]>0.0)
c[i]=-c[i];
h=h-q[u]*c[i];
q[u]=q[u]-c[i];
f=0.0;
for (j=0; j<=i-1; j++)
{
q[j*n+i]=q[i*n+j]/h;
g=0.0;
for (k=0; k<=j; k++)
g=g+q[j*n+k]*q[i*n+k];
if (j+1<=i-1)
for (k=j+1; k<=i-1; k++)
g=g+q[k*n+j]*q[i*n+k];
c[j]=g/h;
f=f+g*q[j*n+i];
}
h2=f/(h+h);
for (j=0; j<=i-1; j++)
{
f=q[i*n+j];
g=c[j]-h2*f;
c[j]=g;
for (k=0; k<=j; k++)
{
u=j*n+k;
q[u]=q[u]-f*c[k]-g*q[i*n+k];
}
}
b[i]=h;
}
}
for (i=0; i<=n-2; i++)
c[i]=c[i+1];
c[n-1]=0.0;
b[0]=0.0;
for (i=0; i<=n-1; i++)
{
if ((b[i]!=0.0)&&(i-1>=0))
for (j=0; j<=i-1; j++)
{
g=0.0;
for (k=0; k<=i-1; k++)
g=g+q[i*n+k]*q[k*n+j];
for (k=0; k<=i-1; k++)
{
u=k*n+j;
q[u]=q[u]-g*q[k*n+i];
}
}
u=i*n+i;
b[i]=q[u]; q[u]=1.0;
if (i-1>=0)
for (j=0; j<=i-1; j++)
{
q[i*n+j]=0.0;
q[j*n+i]=0.0;
}
}
return;
}
//求赫申伯格矩阵全部特征值的QR方法
int chhqr(double a[], int n, double u[], double v[], double eps, int jt)
{
int m,it,i,j,k,l,ii,jj,kk,ll;
double b,c,w,g,xy,p,q,r,x,s,e,f,z,y;
it=0;
m=n;
while (m!=0)
{
l=m-1;
while ((l>0)&&(fabs(a[l*n+l-1])>eps*(fabs(a[(l-1)*n+l-1])+fabs(a[l*n+l]))))
l=l-1;
ii=(m-1)*n+m-1;
jj=(m-1)*n+m-2;
kk=(m-2)*n+m-1;
ll=(m-2)*n+m-2;
if (l==m-1)
{
u[m-1]=a[(m-1)*n+m-1];
v[m-1]=0.0;
m=m-1;
it=0;
}
else if (l==m-2)
{
b=-(a[ii]+a[ll]);
c=a[ii]*a[ll]-a[jj]*a[kk];
w=b*b-4.0*c;
y=sqrt(fabs(w));
if (w>0.0)
{
xy=1.0;
if (b<0.0)
xy=-1.0;
u[m-1]=(-b-xy*y)/2.0;
u[m-2]=c/u[m-1];
v[m-1]=0.0; v[m-2]=0.0;
}
else
{
u[m-1]=-b/2.0;
u[m-2]=u[m-1];
v[m-1]=y/2.0;
v[m-2]=-v[m-1];
}
m=m-2; it=0;
}
else
{
if (it>=jt)
{
printf("fail\n");
return(-1);
}
it=it+1;
for (j=l+2; j<=m-1; j++)
a[j*n+j-2]=0.0;
for (j=l+3; j<=m-1; j++)
a[j*n+j-3]=0.0;
for (k=l; k<=m-2; k++)
{
if (k!=l)
{
p=a[k*n+k-1];
q=a[(k+1)*n+k-1];
r=0.0;
if (k!=m-2)
r=a[(k+2)*n+k-1];
}
else
{
x=a[ii]+a[ll];
y=a[ll]*a[ii]-a[kk]*a[jj];
ii=l*n+l;
jj=l*n+l+1;
kk=(l+1)*n+l;
ll=(l+1)*n+l+1;
p=a[ii]*(a[ii]-x)+a[jj]*a[kk]+y;
q=a[kk]*(a[ii]+a[ll]-x);
r=a[kk]*a[(l+2)*n+l+1];
}
if ((fabs(p)+fabs(q)+fabs(r))!=0.0)
{
xy=1.0;
if (p<0.0)
xy=-1.0;
s=xy*sqrt(p*p+q*q+r*r);
if (k!=l)
a[k*n+k-1]=-s;
e=-q/s;
f=-r/s;
x=-p/s;
y=-x-f*r/(p+s);
g=e*r/(p+s);
z=-x-e*q/(p+s);
for (j=k; j<=m-1; j++)
{
ii=k*n+j;
jj=(k+1)*n+j;
p=x*a[ii]+e*a[jj];
q=e*a[ii]+y*a[jj];
r=f*a[ii]+g*a[jj];
if (k!=m-2)
{
kk=(k+2)*n+j;
p=p+f*a[kk];
q=q+g*a[kk];
r=r+z*a[kk];
a[kk]=r;
}
a[jj]=q; a[ii]=p;
}
j=k+3;
if (j>=m-1)
j=m-1;
for (i=l; i<=j; i++)
{
ii=i*n+k;
jj=i*n+k+1;
p=x*a[ii]+e*a[jj];
q=e*a[ii]+y*a[jj];
r=f*a[ii]+g*a[jj];
if (k!=m-2)
{
kk=i*n+k+2;
p=p+f*a[kk];
q=q+g*a[kk];
r=r+z*a[kk];
a[kk]=r;
}
a[jj]=q; a[ii]=p;
}
}
}
}
}
return(1);
}
//实对称三对角阵的全部特征值与特征向量的计算
int csstq(int n, double b[], double c[], double q[], double eps, int l)
{
int i,j,k,m,it,u,v;
double d,f,h,g,p,r,e,s;
c[n-1]=0.0; d=0.0; f=0.0;
for (j=0; j<=n-1; j++)
{
it=0;
h=eps*(fabs(b[j])+fabs(c[j]));
if (h>d)
d=h;
m=j;
while ((m<=n-1)&&(fabs(c[m])>d))
m=m+1;
if (m!=j)
{
do{
if (it==l)
{
printf("fail\n");
return(-1);
}
it=it+1;
g=b[j];
p=(b[j+1]-g)/(2.0*c[j]);
r=sqrt(p*p+1.0);
if (p>=0.0)
b[j]=c[j]/(p+r);
else
b[j]=c[j]/(p-r);
h=g-b[j];
for (i=j+1; i<=n-1; i++)
b[i]=b[i]-h;
f=f+h;
p=b[m];
e=1.0;
s=0.0;
for (i=m-1; i>=j; i--)
{
g=e*c[i];
h=e*p;
if (fabs(p)>=fabs(c[i]))
{
e=c[i]/p;
r=sqrt(e*e+1.0);
c[i+1]=s*p*r;
s=e/r;
e=1.0/r;
}
else
{
e=p/c[i];
r=sqrt(e*e+1.0);
c[i+1]=s*c[i]*r;
s=1.0/r;
e=e/r;
}
p=e*b[i]-s*g;
b[i+1]=h+s*(e*g+s*b[i]);
for (k=0; k<=n-1; k++)
{
u=k*n+i+1;
v=u-1;
h=q[u];
q[u]=s*q[v]+e*h;
q[v]=e*q[v]-s*h;
}
}
c[j]=s*p;
b[j]=e*p;
}while (fabs(c[j])>d);
}
b[j]=b[j]+f;
}
for (i=0; i<=n-1; i++)
{
k=i; p=b[i];
if (i+1<=n-1)
{
j=i+1;
while ((j<=n-1)&&(b[j]<=p))
{
k=j;
p=b[j];
j=j+1;
}
}
if (k!=i)
{
b[k]=b[i];
b[i]=p;
for (j=0; j<=n-1; j++)
{
u=j*n+i;
v=j*n+k;
p=q[u];
q[u]=q[v];
q[v]=p;
}
}
}
return(1);
}
//约化一般实矩阵为赫申伯格矩阵的初等相似变换法
void chhbg(double a[], int n)
{
int i,j,k,u,v;
double d,t;
for (k=1; k<=n-2; k++)
{
d=0.0;
for (j=k; j<=n-1; j++)
{
u=j*n+k-1;
t=a[u];
if (fabs(t)>fabs(d))
{
d=t;
i=j;
}
}
if (fabs(d)+1.0!=1.0)
{
if (i!=k)
{
for (j=k-1; j<=n-1; j++)
{
u=i*n+j;
v=k*n+j;
t=a[u];
a[u]=a[v];
a[v]=t;
}
for (j=0; j<=n-1; j++)
{
u=j*n+i;
v=j*n+k;
t=a[u];
a[u]=a[v];
a[v]=t;
}
}
for (i=k+1; i<=n-1; i++)
{
u=i*n+k-1;
t=a[u]/d;
a[u]=0.0;
for (j=k; j<=n-1; j++)
{
v=i*n+j;
a[v]=a[v]-t*a[k*n+j];
}
for (j=0; j<=n-1; j++)
{
v=j*n+k;
a[v]=a[v]+t*a[j*n+i];
}
}
}
}
return;
}
----根据《C语言常用算法程序集》整理
投票>
1224
被折叠的 条评论
为什么被折叠?
到【灌水乐园】发言
