elmhes.txt

用VB实现矩阵特征值的求解算法集。包括：对称矩阵的雅可比变换

Sub ELMHES(A(), N)
    If N > 2 Then
        For M = 2 To N - 1
            X = 0#
            I = M
            For J = M To N
                If Abs(A(J, M - 1)) > Abs(X) Then
                    X = A(J, M - 1)
                    I = J
                End If
            Next J
            If I <> M Then
                For J = M - 1 To N
                    Y = A(I, J)
                    A(I, J) = A(M, J)
                    A(M, J) = Y
                Next J
                For J = 1 To N
                    Y = A(J, I)
                    A(J, I) = A(J, M)
                    A(J, M) = Y
                Next J
            End If
            If X <> 0# Then
                For I = M + 1 To N
                    Y = A(I, M - 1)
                    If Y <> 0# Then
                        Y = Y / X
                        A(I, M - 1) = Y
                        For J = M To N
                            A(I, J) = A(I, J) - Y * A(M, J)
                        Next J
                        For J = 1 To N
                            A(J, M) = A(J, M) + Y * A(J, I)
                        Next J
                    End If
                Next I
            End If
        Next M
    End If
End Sub