Python/arithmetic_analysis/jacobi_iteration_method.py

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"""
Jacobi Iteration Method - https://en.wikipedia.org/wiki/Jacobi_method
"""
from __future__ import annotations
import numpy as np
from numpy import float64
from numpy.typing import NDArray
# Method to find solution of system of linear equations
def jacobi_iteration_method(
coefficient_matrix: NDArray[float64],
constant_matrix: NDArray[float64],
init_val: list[int],
iterations: int,
) -> list[float]:
"""
Jacobi Iteration Method:
An iterative algorithm to determine the solutions of strictly diagonally dominant
system of linear equations
4x1 + x2 + x3 = 2
x1 + 5x2 + 2x3 = -6
x1 + 2x2 + 4x3 = -4
x_init = [0.5, -0.5 , -0.5]
Examples:
>>> coefficient = np.array([[4, 1, 1], [1, 5, 2], [1, 2, 4]])
>>> constant = np.array([[2], [-6], [-4]])
>>> init_val = [0.5, -0.5, -0.5]
>>> iterations = 3
>>> jacobi_iteration_method(coefficient, constant, init_val, iterations)
[0.909375, -1.14375, -0.7484375]
>>> coefficient = np.array([[4, 1, 1], [1, 5, 2]])
>>> constant = np.array([[2], [-6], [-4]])
>>> init_val = [0.5, -0.5, -0.5]
>>> iterations = 3
>>> jacobi_iteration_method(coefficient, constant, init_val, iterations)
Traceback (most recent call last):
...
ValueError: Coefficient matrix dimensions must be nxn but received 2x3
>>> coefficient = np.array([[4, 1, 1], [1, 5, 2], [1, 2, 4]])
>>> constant = np.array([[2], [-6]])
>>> init_val = [0.5, -0.5, -0.5]
>>> iterations = 3
>>> jacobi_iteration_method(
... coefficient, constant, init_val, iterations
... ) # doctest: +NORMALIZE_WHITESPACE
Traceback (most recent call last):
...
ValueError: Coefficient and constant matrices dimensions must be nxn and nx1 but
received 3x3 and 2x1
>>> coefficient = np.array([[4, 1, 1], [1, 5, 2], [1, 2, 4]])
>>> constant = np.array([[2], [-6], [-4]])
>>> init_val = [0.5, -0.5]
>>> iterations = 3
>>> jacobi_iteration_method(
... coefficient, constant, init_val, iterations
... ) # doctest: +NORMALIZE_WHITESPACE
Traceback (most recent call last):
...
ValueError: Number of initial values must be equal to number of rows in coefficient
matrix but received 2 and 3
>>> coefficient = np.array([[4, 1, 1], [1, 5, 2], [1, 2, 4]])
>>> constant = np.array([[2], [-6], [-4]])
>>> init_val = [0.5, -0.5, -0.5]
>>> iterations = 0
>>> jacobi_iteration_method(coefficient, constant, init_val, iterations)
Traceback (most recent call last):
...
ValueError: Iterations must be at least 1
"""
rows1, cols1 = coefficient_matrix.shape
rows2, cols2 = constant_matrix.shape
if rows1 != cols1:
msg = f"Coefficient matrix dimensions must be nxn but received {rows1}x{cols1}"
raise ValueError(msg)
if cols2 != 1:
msg = f"Constant matrix must be nx1 but received {rows2}x{cols2}"
raise ValueError(msg)
if rows1 != rows2:
msg = (
"Coefficient and constant matrices dimensions must be nxn and nx1 but "
f"received {rows1}x{cols1} and {rows2}x{cols2}"
)
raise ValueError(msg)
if len(init_val) != rows1:
msg = (
"Number of initial values must be equal to number of rows in coefficient "
f"matrix but received {len(init_val)} and {rows1}"
)
raise ValueError(msg)
if iterations <= 0:
raise ValueError("Iterations must be at least 1")
table: NDArray[float64] = np.concatenate(
(coefficient_matrix, constant_matrix), axis=1
)
rows, cols = table.shape
strictly_diagonally_dominant(table)
# Iterates the whole matrix for given number of times
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for _ in range(iterations):
new_val = []
for row in range(rows):
temp = 0
for col in range(cols):
if col == row:
denom = table[row][col]
elif col == cols - 1:
val = table[row][col]
else:
temp += (-1) * table[row][col] * init_val[col]
temp = (temp + val) / denom
new_val.append(temp)
init_val = new_val
return [float(i) for i in new_val]
# Checks if the given matrix is strictly diagonally dominant
def strictly_diagonally_dominant(table: NDArray[float64]) -> bool:
"""
>>> table = np.array([[4, 1, 1, 2], [1, 5, 2, -6], [1, 2, 4, -4]])
>>> strictly_diagonally_dominant(table)
True
>>> table = np.array([[4, 1, 1, 2], [1, 5, 2, -6], [1, 2, 3, -4]])
>>> strictly_diagonally_dominant(table)
Traceback (most recent call last):
...
ValueError: Coefficient matrix is not strictly diagonally dominant
"""
rows, cols = table.shape
is_diagonally_dominant = True
for i in range(rows):
total = 0
for j in range(cols - 1):
if i == j:
continue
else:
total += table[i][j]
if table[i][i] <= total:
raise ValueError("Coefficient matrix is not strictly diagonally dominant")
return is_diagonally_dominant
# Test Cases
if __name__ == "__main__":
import doctest
doctest.testmod()