幂法求矩阵最大特征值.docxVIP

— PAGE \* Arabic 1 — 幂法求矩阵最大特征值 幂法求矩阵最大特征值   POWER METHOD TO CALCULATE THE MAXIMUM  EIGENV ALUE MATRIX  ABSTRACT  In physics, mechanics and engineering technology of a lot of problems in math boil down to matrix eigenvalue problem, and in some engineering, physical problems, usually only the largest eigenvalue of the matrix (i.e., the main characteristics of the value) and the corresponding eigenvectors, the eigenvalue problem for solution, using the power law can effectively solve the problem.  Power method is A kind of computing the largest eigenvalue of real matrix A of an iterative method, its biggest advantage is simple.For sparse matrix is right, but sometimes very slow convergence speed.  Using Java to write algorithms.This program is mainly divided into three most: the first part for matrix can be converted to linear equations;The second part is the eigenvector of the maximum;The third part is the exponentiation method of function block.Its basic process as a power law function block by calling the method of matrix can be converted to linear equations, then after a series of validation and iteration to get the results.  Key words: Power method; Matrix eigenvalue; Java; The iteration  目录  1幂法 (1)  1.1 幂法基本思想 (1)  1.2规范化 (2)  2概要设计 (3)  2.1 设计背景………………..…………………………………………………………. .3  2.2 运行流程 (3)  2.3运行环境 (3)  3 程序详细设计 (4)  3.1 第一部分：矩阵转化为线性方程组……..………………………………………. .4  3.2 第二部分：特征向量的极大值 (4)  3.3 第三部分：求幂法函数块 (5)  4 运行过程及结果 (6)  4.1 运行过程………………………………………. .6  4.2 运行结果 (6)  4.3 结果分析 (6)  5 心得体会 (7)    1 幂法   设A n 有n 个线性相关的特征向量v 1，v 2，…，v n ，对应的特征值λ1，λ2，…，λn ，满足  |λ1| |λ2| ≥ …≥ |λn |   1.1 基本思想  因为{v 1，v 2，…，v n }为C n  的一组基，所以任给x (0)  ≠ 0，∑==n  i i i v a x 1  )  0( —— 线性表示  所以有  ])([)(2  1  1111  1  1  )  0(∑∑∑∑====+====n  i i i k  i k  n  i k k i i n