Python/arithmetic_analysis/gaussian_elimination.py

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"""
Gaussian elimination method for solving a system of linear equations.
Gaussian elimination - https://en.wikipedia.org/wiki/Gaussian_elimination
"""
import numpy as np
from numpy import float64
from numpy.typing import NDArray
def retroactive_resolution(
coefficients: NDArray[float64], vector: NDArray[float64]
) -> NDArray[float64]:
"""
This function performs a retroactive linear system resolution
for triangular matrix
Examples:
2x1 + 2x2 - 1x3 = 5 2x1 + 2x2 = -1
0x1 - 2x2 - 1x3 = -7 0x1 - 2x2 = -1
0x1 + 0x2 + 5x3 = 15
>>> gaussian_elimination([[2, 2, -1], [0, -2, -1], [0, 0, 5]], [[5], [-7], [15]])
array([[2.],
[2.],
[3.]])
>>> gaussian_elimination([[2, 2], [0, -2]], [[-1], [-1]])
array([[-1. ],
[ 0.5]])
"""
rows, columns = np.shape(coefficients)
x: NDArray[float64] = np.zeros((rows, 1), dtype=float)
for row in reversed(range(rows)):
total = np.dot(coefficients[row, row + 1 :], x[row + 1 :])
x[row, 0] = (vector[row][0] - total[0]) / coefficients[row, row]
return x
def gaussian_elimination(
coefficients: NDArray[float64], vector: NDArray[float64]
) -> NDArray[float64]:
"""
This function performs Gaussian elimination method
Examples:
1x1 - 4x2 - 2x3 = -2 1x1 + 2x2 = 5
5x1 + 2x2 - 2x3 = -3 5x1 + 2x2 = 5
1x1 - 1x2 + 0x3 = 4
>>> gaussian_elimination([[1, -4, -2], [5, 2, -2], [1, -1, 0]], [[-2], [-3], [4]])
array([[ 2.3 ],
[-1.7 ],
[ 5.55]])
>>> gaussian_elimination([[1, 2], [5, 2]], [[5], [5]])
array([[0. ],
[2.5]])
"""
# coefficients must to be a square matrix so we need to check first
rows, columns = np.shape(coefficients)
if rows != columns:
return np.array((), dtype=float)
# augmented matrix
augmented_mat: NDArray[float64] = np.concatenate((coefficients, vector), axis=1)
augmented_mat = augmented_mat.astype("float64")
# scale the matrix leaving it triangular
for row in range(rows - 1):
pivot = augmented_mat[row, row]
for col in range(row + 1, columns):
factor = augmented_mat[col, row] / pivot
augmented_mat[col, :] -= factor * augmented_mat[row, :]
x = retroactive_resolution(
augmented_mat[:, 0:columns], augmented_mat[:, columns : columns + 1]
)
return x
if __name__ == "__main__":
import doctest
doctest.testmod()