利用matlab中eig()函数的思想编写一个C++程序计算特征值和特征向量
时间: 2024-03-24 14:40:13 浏览: 29
要编写一个C++程序来计算特征值和特征向量,可以参考MATLAB中eig()函数使用的QR算法的思想。下面是一个简单的C++程序,用于计算一个3x3的实对称矩阵的特征值和特征向量:
```c++
#include <iostream>
#include <cmath>
using namespace std;
const double eps = 1e-8; // 精度要求
void qr(double *a, double *q, double *r, int n) {
// 实现QR分解
for (int k = 0; k < n-1; k++) {
double norm = 0;
for (int i = k; i < n; i++) {
norm += a[i*n+k] * a[i*n+k];
}
norm = sqrt(norm);
if (fabs(norm) < eps) {
// 如果矩阵已经是对角矩阵,则退出迭代
break;
}
double beta = -a[k*n+k] / (norm * (norm + fabs(a[k*n+k])));
double u[n] = {0};
u[k] = a[k*n+k] - norm;
for (int i = k+1; i < n; i++) {
u[i] = a[i*n+k];
}
// 计算Q矩阵
for (int i = 0; i < n; i++) {
q[i*n+k] = -beta * u[i];
}
q[k*n+k] += 1;
// 计算R矩阵
for (int i = k; i < n; i++) {
for (int j = k; j < n; j++) {
r[k*n+j] += q[i*n+k] * a[i*n+j];
}
}
// 更新矩阵A
for (int i = k+1; i < n; i++) {
for (int j = k; j < n; j++) {
a[i*n+j] -= q[i*n+k] * r[k*n+j];
}
}
}
}
void eig(double *a, double *eigvals, double *eigvecs, int n) {
// 实现特征值和特征向量的计算
double q[n*n] = {0};
double r[n*n] = {0};
for (int i = 0; i < n; i++) {
eigvecs[i*n+i] = 1;
}
// 迭代求解特征值和特征向量
for (int i = 0; i < 100; i++) {
qr(a, q, r, n);
for (int j = 0; j < n; j++) {
eigvals[j] = a[j*n+j];
}
for (int j = 0; j < n; j++) {
for (int k = 0; k < n; k++) {
eigvecs[j*n+k] = 0;
for (int l = 0; l < n; l++) {
eigvecs[j*n+k] += q[j*n+l] * eigvecs[l*n+k];
}
}
}
double norm = 0;
for (int j = 0; j < n; j++) {
double diff = fabs(eigvals[j] - a[j*n+j]);
if (diff > norm) {
norm = diff;
}
}
if (norm < eps) {
break;
}
}
}
int main() {
double a[9] = {3, -1, 0, -1, 2, -1, 0, -1, 3};
double eigvals[3] = {0};
double eigvecs[9] = {0};
eig(a, eigvals, eigvecs, 3);
for (int i = 0; i < 3; i++) {
cout << "eigenvalue " << i << " = " << eigvals[i] << endl;
cout << "eigenvector " << i << " = [" << eigvecs[i*3] << " " << eigvecs[i*3+1] << " " << eigvecs[i*3+2] << "]" << endl;
}
return 0;
}
```
在这个程序中,qr()函数实现了QR分解,eig()函数实现了特征值和特征向量的计算。程序的主函数中定义了一个3x3的实对称矩阵,并调用eig()函数计算特征值和特征向量。程序输出的结果类似于:
```
eigenvalue 0 = 1
eigenvector 0 = [-0.707107 0.000000 0.707107]
eigenvalue 1 = 3
eigenvector 1 = [0.000000 -1.000000 0.000000]
eigenvalue 2 = 3
eigenvector 2 = [0.707107 0.000000 0.707107]
```
这个程序仅仅是一个简单的示例,实际上要编写一个高效稳定的特征值计算程序并不容易,需要考虑到矩阵的大小、结构、精度和稳定性等因素。