We report the polarized optical absorption and photoluminescence spectra of single-walled 0.4nm carbon nanotubes (SWNTs) arrayed in the channels of an AlPO

4

-5(AFI)single crystal. When the light electric field(

E

) is polarized parallel to the tube direction(

c

)

the absorption spectrum display a sharp peak at 1.37eV with two broad bands at 2.1eV and 3.1eV.The intensities of these absorption bands gradually decrease as the polarization angle is varied from 0°(

E

||

c

) to 90°(

E

⊥

c

).In the

E

⊥

c

configuration

the tube is nearly transparent in the measured energy region of 0.5~4.1eV. The photoluminescence observed around 700nm also shows strong polarization dependence. Under high power excitation using the fundamental frequency of a YAG laser

the sample shows strong nonlinear up-conversion emission around 700nm and high efficient second-harmonic generation. The mechanism of the nonlinear photoluminescence and SHG is not clear yet.