用Fortran编写Lanczos 过程程序,给个例子
时间: 2024-03-26 14:41:12 浏览: 184
以下是一个简单的Fortran代码示例,用于实现Lanczos过程:
```
program lanczos
implicit none
integer, parameter :: n = 1000 !矩阵维数
integer, parameter :: m = 30 !迭代次数
real*8 :: a(n,n), q(n,m), alpha(m), beta(m+1)
real*8 :: v(n), w(n), x(n), y(n), z(n)
integer :: i, j, k
!初始化矩阵a和向量q
do i = 1, n
do j = 1, n
a(i,j) = 1.0d0/((i-j)**2 + 1.0d-4)
end do
end do
do i = 1, n
q(i,1) = 1.0d0
end do
!开始迭代
do k = 1, m
!计算向量v和w
call matvec(a, q(:,k), v)
if (k == 1) then
v = v - dot_product(q(:,1), v)*q(:,1)
else
v = v - dot_product(q(:,k), v)*q(:,k) - dot_product(q(:,k-1), v)*q(:,k-1)
end if
alpha(k) = dot_product(q(:,k), v)
v = v - alpha(k)*q(:,k)
!计算向量q和beta
beta(k+1) = norm2(v)
q(:,k+1) = v/beta(k+1)
end do
!计算特征值和特征向量
do i = 1, n
x(i) = 1.0d0
end do
do k = 1, m
y = matvec(a, q(:,k))
z = q(:,k)*alpha(k) + q(:,k+1)*beta(k+1)
call linsolve(q(:,1:k), alpha(1:k), y, w)
x = x - z*w
end do
!输出特征值和特征向量
do k = 1, m
write(*,*) alpha(k)
end do
write(*,*)
do i = 1, n
write(*,*) x(i)
end do
contains
!矩阵向量乘法
subroutine matvec(a, x, y)
implicit none
real*8, intent(in) :: a(n,n), x(n)
real*8, intent(out) :: y(n)
integer :: i, j
y = 0.0d0
do j = 1, n
do i = 1, n
y(i) = y(i) + a(i,j)*x(j)
end do
end do
end subroutine matvec
!向量范数
real*8 function norm2(x)
implicit none
real*8, intent(in) :: x(n)
integer :: i
norm2 = 0.0d0
do i = 1, n
norm2 = norm2 + x(i)**2
end do
norm2 = sqrt(norm2)
end function norm2
!线性方程组求解
subroutine linsolve(a, b, x, y)
implicit none
real*8, intent(in) :: a(n,m), b(m), x(n)
real*8, intent(out) :: y(m)
integer :: i, j
y = 0.0d0
do i = 1, m
do j = 1, n
y(i) = y(i) + a(j,i)*x(j)
end do
y(i) = (b(i) - y(i))/alpha(i)
end do
end subroutine linsolve
end program lanczos
```
这个代码使用Lanczos算法计算一个1000x1000的矩阵的前30个最大的特征值和对应的特征向量。其中matvec子程序实现矩阵向量乘法,norm2函数计算向量的范数,linsolve子程序实现线性方程组的求解。
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