Java之矩阵求特征值

public class MatrixEigenValue {public static int Hessenberg(double[][] Matrix,int n,double[][]ret){int i;int j;int k;double temp;int MaxNu;n-=1;for(k=1;k<=n-1;k++){i=k-1;MaxNu=k;temp=Math.abs(Matrix[k][i]);for(j=k+1;j<=n;j++){if(Math.abs(Matrix[j][i])>temp){MaxNu=j;}}ret[0][0]=Matrix[MaxNu][i];i=MaxNu;if(ret[0][0]!=0){if(i!=k){for(j=k-1;j<=n;j++){temp=Matrix[i][j];Matrix[i][j]=Matrix[k][j];Matrix[k][j]=temp;}for(j=0;j<=n;j++){temp=Matrix[j][i];Matrix[j][i]=Matrix[j][k];Matrix[j][k]=temp;}}for(i=k+1;i<=n;i++){temp=Matrix[i][k-1]/ret[0][0];Matrix[i][k-1]=0;for(j=k;j<=n;j++){Matrix[i][j]-=temp*Matrix[k][j];}for(j=0;j<=n;j++){Matrix[j][k]+=temp*Matrix[j][i];}}}}for(i=0;i<=n;i++){for(j=0;j<=n;j++){ret[i][j]=Matrix[i][j];}}return n+1;}////////////public static boolean EigenValue(double[][]Matrix,int n,int LoopNu,int Erro,double[][]Ret){int i=Matrix.length;if(i!=n){return false;}int j;int k;int t;int m;double[][]A=new double[n][n];double erro=Math.pow(0.1, Erro);double b;double c;double d;double g;double xy;double p;double q;double r;double x;double s;double e;double f;double z;double y;int loop1=LoopNu;Hessenberg(Matrix,n,A);//将方阵K1转化成上Hessenberg矩阵Am=n;while(m!=0){t=m-1;while(t>0){if(Math.abs(A[t][t-1])>erro*(Math.abs(A[t-1][t-1])+Math.abs(A[t][t]))){t-=1;}else{break;}}if(t==m-1){Ret[m-1][0]=A[m-1][m-1];Ret[m-1][1]=0;m-=1;loop1=LoopNu;}else if(t==m-2){b=-(A[m-1][m-1]+A[m-2][m-2]);c=A[m-1][m-1]*A[m-2][m-2]-A[m-1][m-2]*A[m-2][m-1];d=b*b-4*c;y=Math.pow(Math.abs(d), 0.5);if(d>0){xy=1;if(b<0){xy=-1;}Ret[m-1][0]=-(b+xy*y)/2;Ret[m-1][1]=0;Ret[m-2][0]=c/Ret[m-1][0];Ret[m-2][1]=0;}else{Ret[m-1][0]=-b/2;Ret[m-2][0]=Ret[m-1][0];Ret[m-1][1]=y/2;Ret[m-2][1]=-Ret[m-1][1];}m-=2;loop1=LoopNu;}else{if(loop1<1){return false;}loop1-=1;j=t+2;while(j<m){A[j][j-2]=0;j+=1;}j=t+3;while(j<m){A[j][j-3]=0;j+=1;}k=t;while(k<m-1){if(k!=t){p=A[k][k-1];q=A[k+1][k-1];if(k!=m-2){r=A[k+2][k-1];}else{r=0;}}else{b=A[m-1][m-1];c=A[m-2][m-2];x=b+c;y=c*b-A[m-2][m-1]*A[m-1][m-2];p=A[t][t]*(A[t][t]-x)+A[t][t+1]*A[t+1][t]+y;q=A[t+1][t]*(A[t][t]+A[t+1][t+1]-x);r=A[t+1][t]*A[t+2][t+1];}if(p!=0||q!=0||r!=0){if(p<0){xy=-1;}else{xy=1;}s=xy*Math.pow(p*p+q*q+r*r, 0.5);if(k!=t){A[k][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++){b=A[k][j];c=A[k+1][j];p=x*b+e*c;q=e*b+y*c;r=f*b+g*c;if(k!=m-2){b=A[k+2][j];p+=f*b;q+=g*b;r+=z*b;A[k+2][j]=r;}A[k+1][j]=q;A[k][j]=p;}j=k+3;if(j>=m-1){j=m-1;}for(i=t;i<=j;i++){b=A[i][k];c=A[i][k+1];p=x*b+e*c;q=e*b+y*c;r=f*b+g*c;if(k!=m-2){b=A[i][k+2];p+=f*b;q+=g*b;r+=z*b;A[i][k+2]=r;}A[i][k+1]=q;A[i][k]=p;}}k+=1;}}}return true;}public static void main(String[]args)//测试{double[][] TestMatrix = {   {1, 22, 34,22},    {1, 11,5,21} ,   {0,1,5,11},   {7,2,13,19}};double[][] TMatrix1={{1,2,3},{2,1,1},{2,2,2}};double[][]TMatrix2={{1,2},{2,3}};double[][] GetEV=new double[3][2];    EigenValue(TMatrix2,2,400,4,GetEV);String Strr=new String("");for(int i=0;i<2;i++){String str=String.valueOf(GetEV[i][0]);//Strr+=str;Strr+=" ";String str1=String.valueOf(GetEV[i][1]);Strr+=str1;Strr+="\n";}   System.out.println(Strr);}}

运行结果如下：

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