DEPARTMENT
EIGEN VALUE.doc

# EIGEN VALUE.doc - program main implicit none integer NDIM...

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program main implicit none integer NDIM real FTOL parameter(NDIM=3,FTOL=1.0E-10) integer i,iter,np,n real fret,p(NDIM),xi(NDIM,NDIM),yi(NDIM,NDIM),zi(NDIM,NDIM),np=NDIM,n=3 data xi/1,0,0,0,1,0,0,0,1/ data yi/5,0,0,0,5,0,0,0,5/ data zi/102,1004,25,-31,595,206,-67,898,-3000/ data p/1,1,1/ call powell(p,xi,n,np,ftol,iter,fret) write(*,*)" 初始 P 值： ",p write(*,'(/1x,a,i3)') ' iterations:',iter write(*,'(1x,a/1x,3f12.6)') 'Pmin : ',(p(i),i=1,NDIM) write(*,'(1x,a,f12.6)') ' 无约束最小特征值 ',fret end real function func(x) real x(*) func=-(6*x(1)**2+3*x(2)**2+x(3)**2+4*x(1)*x(2)+2*x(1)*x(3)+2*x(2)*x(3))/ (x(1)**2+x(2)**2+x(3)**2) end Powell 方法主要有基本搜索，加速搜索，调整搜索方向翻个部 分组成。基本搜索从起始点出发沿已知的 N 个搜索方向进行一 维搜索，确定一个新基点。加速搜索是沿着相邻的两个极点连 线方向进行一维搜索。最后用几点连线方向代替一直 N 个搜索 方向之一，构成新的搜索方向组，进行下一轮迭代。例如：

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• Fall '14
• LIU YULIANG

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