#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#define SIZE 4
#define EPSILON_POWER 1e-9
#define EPSILON_NEWTON 1e-7
#define MAX_ITER 1000
double vector_norm(double *v, int n) {
double sum = 0.0;
for (int i = 0; i < n; i++) {
sum += v[i] * v[i];
}
}
void mat_vec_mul(double A[SIZE][SIZE], double *x, double *y, int n) {
for (int i = 0; i < n; i++) {
y[i] = 0.0;
for (int j = 0; j < n; j++) {
y[i] += A[i][j] * x[j];
}
}
}
double f(double lambda) {
return pow(lambda
, 4) - 2.0 * pow(lambda
, 3) - 43.0 * pow(lambda
, 2) - 36.0 * lambda
+ 130.0; }
double df(double lambda) {
return 4.0 * pow(lambda
, 3) - 6.0 * pow(lambda
, 2) - 86.0 * lambda
- 36.0; }
void solve_newton(int attempt, double lambda0) {
double lambda = lambda0;
int iter = 0;
while (iter <= MAX_ITER) {
double f_val = f(lambda);
double df_val = df(lambda);
if (fabs(df_val
) < 1e-12) return;
double delta = f_val / df_val;
lambda -= delta;
iter++;
if (fabs(delta
) < EPSILON_NEWTON
) { printf("試行 #%d (初期値 %5.1f) -> 収束成功 (%2d回) | 固有値解 λ = %.10f\n", attempt, lambda0, iter, lambda);
return;
}
}
}
int main() {
double A[SIZE][SIZE] = {
{2.0, 1.0, 2.0, 5.0},
{3.0, -3.0, 1.0, 6.0},
{0.0, 1.0, 2.0, 7.0},
{1.0, 1.0, 3.0, 1.0}
};
double x[SIZE], y[SIZE], Ax[SIZE];
double lambda_old = 0.0, lambda_new = 0.0;
for (int i = 0; i < SIZE; i++) {
x[i] = 1.0;
}
printf("初期ベクトル x(0): [%.1f, %.1f, %.1f, %.1f]\n\n", x
[0], x
[1], x
[2], x
[3]); printf("%-5s | %-12s | %-12s | %-30s\n", "Iter", "固有値(新)", "差分値", "固有ベクトルx(k)");
int actual_iters = 0;
for (int iter = 1; iter <= MAX_ITER; iter++) {
actual_iters = iter;
mat_vec_mul(A, x, y, SIZE);
double norm_y = vector_norm(y, SIZE);
if (norm_y < 1e-12) break;
for (int i = 0; i < SIZE; i++) {
y[i] /= norm_y;
}
mat_vec_mul(A, y, Ax, SIZE);
double num = 0.0, den = 0.0;
for (int i = 0; i < SIZE; i++) {
num += y[i] * Ax[i];
den += y[i] * y[i];
}
lambda_new = num / den;
double diff
= fabs(lambda_new
- lambda_old
);
if (iter <= 5 || iter % 5 == 0) {
printf("%-5d | %-12.8f | %-12.4e | [%.5f, %.5f, %.5f, %.5f]\n", iter, lambda_new, diff, y[0], y[1], y[2], y[3]);
}
if (diff < EPSILON_POWER) {
if (iter % 5 != 0 && iter > 5) {
printf("%-5d | %-12.8f | %-12.4e | [%.5f, %.5f, %.5f, %.5f]\n", iter, lambda_new, diff, y[0], y[1], y[2], y[3]);
}
break;
}
for (int i = 0; i < SIZE; i++) {
x[i] = y[i];
}
lambda_old = lambda_new;
}
printf("反復回数 %d 回で収束しました。\n", actual_iters
); printf("\n最大固有値 (λ1) : %.10f\n", lambda_new
); printf("対応する固有ベクトル (x1) : ["); for (int i = 0; i < SIZE; i++) {
printf("%.10f%s", y
[i
], (i
== SIZE
- 1) ? "]\n" : ", "); }
mat_vec_mul(A, y, Ax, SIZE);
for (int i = 0; i < SIZE; i++) {
printf("%.6f%s", Ax
[i
], (i
== SIZE
- 1) ? "]\n" : ", "); }
for (int i = 0; i < SIZE; i++) {
printf("%.6f%s", lambda_new
* y
[i
], (i
== SIZE
- 1) ? "]\n" : ", "); }
printf(" 固有値が最大固有値であることの確認:ニュートン・ラフソン法 \n");
printf("対象の特性方程式: f(λ) = λ^4 - 2.0λ^3 - 43.0λ^2 - 36.0λ + 130.0 = 0\n\n");
double initial_lambda[] = {10.0, 2.0, -2.5, -6.0};
for (int i = 0; i < 4; i++) {
solve_newton(i + 1, initial_lambda[i]);
}
return 0;
}
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べき乗法
初期ベクトル x(0): [1.0, 1.0, 1.0, 1.0]
Iter | 固有値(新) | 差分値 | 固有ベクトルx(k)
1 | 7.58947368 | 7.5895e+00 | [0.59235, 0.41464, 0.59235, 0.35541]
2 | 7.97210119 | 3.8263e-01 | [0.59901, 0.42786, 0.53677, 0.41230]
3 | 7.72878414 | 2.4332e-01 | [0.59682, 0.44176, 0.55001, 0.38228]
4 | 7.86852048 | 1.3974e-01 | [0.60110, 0.42802, 0.54559, 0.39724]
5 | 7.78782087 | 8.0700e-02 | [0.59823, 0.43820, 0.54642, 0.38926]
10 | 7.81916110 | 4.7095e-03 | [0.59949, 0.43391, 0.54638, 0.39217]
15 | 7.81737213 | 2.6407e-04 | [0.59941, 0.43420, 0.54635, 0.39202]
20 | 7.81747243 | 1.4759e-05 | [0.59941, 0.43418, 0.54635, 0.39203]
25 | 7.81746682 | 8.2460e-07 | [0.59941, 0.43418, 0.54635, 0.39203]
30 | 7.81746714 | 4.6068e-08 | [0.59941, 0.43418, 0.54635, 0.39203]
35 | 7.81746712 | 2.5737e-09 | [0.59941, 0.43418, 0.54635, 0.39203]
37 | 7.81746712 | 8.1175e-10 | [0.59941, 0.43418, 0.54635, 0.39203]
反復回数 37 回で収束しました。
最大固有値 (λ1) : 7.8174671191
対応する固有ベクトル (x1) : [0.5994100822, 0.4341839804, 0.5463547658, 0.3920309865]
Ax と λx の比較
Ax : [4.685869, 3.394219, 4.271110, 3.064689]
λ * x : [4.685869, 3.394219, 4.271110, 3.064689]
固有値が最大固有値であることの確認:ニュートン・ラフソン法
対象の特性方程式: f(λ) = λ^4 - 2.0λ^3 - 43.0λ^2 - 36.0λ + 130.0 = 0
試行 #1 (初期値 10.0) -> 収束成功 ( 6回) | 固有値解 λ = 7.8174671194
試行 #2 (初期値 2.0) -> 収束成功 ( 5回) | 固有値解 λ = 1.3593330358
試行 #3 (初期値 -2.5) -> 収束成功 ( 4回) | 固有値解 λ = -2.7864676299
試行 #4 (初期値 -6.0) -> 収束成功 ( 7回) | 固有値解 λ = -4.3903325253