import numpy as np def solve_linear_system(matrix: np.ndarray) -> np.ndarray: """ Solve a linear system of equations using Gaussian elimination with partial pivoting Args: - `matrix`: Coefficient matrix with the last column representing the constants. Returns: - Solution vector. Raises: - ``ValueError``: If the matrix is not correct (i.e., singular). https://courses.engr.illinois.edu/cs357/su2013/lect.htm Lecture 7 Example: >>> A = np.array([[2, 1, -1], [-3, -1, 2], [-2, 1, 2]], dtype=float) >>> B = np.array([8, -11, -3], dtype=float) >>> solution = solve_linear_system(np.column_stack((A, B))) >>> np.allclose(solution, np.array([2., 3., -1.])) True >>> solve_linear_system(np.array([[0, 0, 0]], dtype=float)) Traceback (most recent call last): ... ValueError: Matrix is not square >>> solve_linear_system(np.array([[0, 0, 0], [0, 0, 0]], dtype=float)) Traceback (most recent call last): ... ValueError: Matrix is singular """ ab = np.copy(matrix) num_of_rows = ab.shape[0] num_of_columns = ab.shape[1] - 1 x_lst: list[float] = [] if num_of_rows != num_of_columns: raise ValueError("Matrix is not square") for column_num in range(num_of_rows): # Lead element search for i in range(column_num, num_of_columns): if abs(ab[i][column_num]) > abs(ab[column_num][column_num]): ab[[column_num, i]] = ab[[i, column_num]] # Upper triangular matrix if abs(ab[column_num, column_num]) < 1e-8: raise ValueError("Matrix is singular") if column_num != 0: for i in range(column_num, num_of_rows): ab[i, :] -= ( ab[i, column_num - 1] / ab[column_num - 1, column_num - 1] * ab[column_num - 1, :] ) # Find x vector (Back Substitution) for column_num in range(num_of_rows - 1, -1, -1): x = ab[column_num, -1] / ab[column_num, column_num] x_lst.insert(0, x) for i in range(column_num - 1, -1, -1): ab[i, -1] -= ab[i, column_num] * x # Return the solution vector return np.asarray(x_lst) if __name__ == "__main__": from doctest import testmod testmod() example_matrix = np.array( [ [5.0, -5.0, -3.0, 4.0, -11.0], [1.0, -4.0, 6.0, -4.0, -10.0], [-2.0, -5.0, 4.0, -5.0, -12.0], [-3.0, -3.0, 5.0, -5.0, 8.0], ], dtype=float, ) print(f"Matrix:\n{example_matrix}") print(f"{solve_linear_system(example_matrix) = }")