fortran求矩阵特征值

拿来即用的求矩阵特征值的fortran程序

摘自宋叶志《Fortran科学计算与工程》

! -----------------------------------------------
! input: A(n,n)为输入的n*n的矩阵，tol是迭代停止的阈值
! output: namda为主特征值,u(n)为输入矩阵的n个特征值
! -----------------------------------------------
      subroutine solveqr(A,n,namda,u,tol)
      implicit real*8 (a-h,o-z)
      integer :: n,i,k
      real*8 :: A(n,n),u(n),u0(n),v(n),m0,m1,namda
      u0(:) = 1.0d0  !迭代的初始向量
      u     = u0
      m0    = 0.0d0
      do k  = 1,500  !设置最大迭代次数
        v = matmul(A,u)
        call max_rou(v,n,m1)
        u = v/m1
        if(dabs(m1-m0)<tol) exit
        m0 = m1
      end do
      namda = m1
      end subroutine
      
      subroutine max_rou(r,n,ma)
      implicit real*8 (a-h,o-z)
      integer :: n,i,k
      real*8 :: r(n),ma
      ma = dabs(r(1))
      do i = 2,n
        if(dabs(r(i))>ma) then
          ma = dabs(r(i))
          k = i
        end if
      end do
      ma = r(k)
      end subroutine