MATLAB语言常用算法_矩阵特征值计算.rar

function [l,v,s]=rpmethod(A,x0,eps) if nargin==2 eps = 1.0e-6; end v = x0; %v为主特征向量 M = 5000; %迭代步数限制 m = 0; l = 0; for(k=1:M) y = A*v; m = (y'*v)/(v'*v); %m为瑞利商 if(rank(m)>1) m=(y*v')/(v*v'); end v = y/m; if(abs(m - l)<eps) l = m; %到所需精度，退出，l为主特征值 s = k; return; else if(k==M) disp('迭代步数太多，收敛速度太慢！'); l = m; s = M; else l = m; end end end