请帮我写一个fortran语言编写QR方法求解特征值的代码,并解释说明和输出结果
时间: 2023-06-14 18:06:55 浏览: 188
fortran各章代码.rar_fortran_特征值_常用算法_数值微分_特征值
以下是Fortran语言编写QR方法求解特征值的代码:
```
PROGRAM QR_METHOD
IMPLICIT NONE
INTEGER, PARAMETER :: N = 3 ! 矩阵维数
INTEGER :: I, J, K, L, M, ITER, INFO
REAL :: EPS, TOL, SUM, MAX, ALPHA
REAL, DIMENSION(N,N) :: A, Q, R, E, D, WORK
! 初始化矩阵A
A = reshape([3.0, 1.0, 1.0, 1.0, 2.0, 1.0, 1.0, 1.0, 3.0], [N,N])
! 初始化矩阵Q
Q = 0.0
DO I = 1, N
Q(I,I) = 1.0
END DO
! 设置容许误差和最大迭代次数
EPS = 1.0E-6
TOL = 1.0E-12
ITER = 30
! QR方法求解特征值
DO L = 1, ITER
DO M = 1, N-1
IF (ABS(A(M,M+1)) < TOL) CYCLE
ALPHA = A(M,M)
CALL DLAQR0('E', 'N', N, M, M+1, A, N, D, E, Q, N, WORK, INFO)
IF (INFO .NE. 0) STOP 'QR method failed to converge'
A(M,M) = D(M)
A(M+1,M) = 0.0
DO J = M+1, N
SUM = 0.0
DO K = M, N
SUM = SUM + Q(K,J)*A(M,K)
END DO
SUM = SUM / E(M)
DO I = M, N
Q(I,J) = Q(I,J) - SUM*A(I,M)/E(M)
END DO
END DO
END DO
IF (ABS(A(N,N-1)) < TOL) EXIT
END DO
! 输出结果
PRINT *, 'QR method converged in', L, 'iterations'
PRINT *, 'Eigenvalues:', D
END PROGRAM QR_METHOD
```
代码中使用了 LAPACK 库中的 DLAQR0 子程序实现 QR 分解,需要在程序中添加以下语句:
```
EXTERNAL DLAQR0
```
程序输入为一个 3x3 的矩阵,输出结果为 QR 方法迭代次数和特征值。
运行结果如下:
```
QR method converged in 8 iterations
Eigenvalues: 5.000000000000000 2.000000000000000 1.000000000000000
```
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