MNUM – Gauss

# this requires numpy get it from http://numpy.sf.net

from copy import deepcopy
from numpy import *

# this function, swapRows, was adapted from
# Numerical Methods Engineering with Python, Jean Kiusalaas
def swapRows(v,i,j):
    """Swaps rows i and j of vector or matrix [v]."""
    if len(v) == 1:
        v[i],v[j] = v[j],v[i]
    else:
        temp = v[i].copy()
        v[i] = v[j]
        v[j] = temp

def pivoting(a, b):
    """changes matrix A by pivoting"""

    n = len(b)

    for k in range(0, n-1):
        p = int(argmax(abs(a[k:n, k]))) + k
        if (p != k):
            swapRows(b, k, p)
            swapRows(a,k,p)

def gauss(a, b, t=1.0e-9, verbose=False):
    """ Solves [a|b] by gauss elimination"""

    n = len(b)

    # make copies of a and b so as not to change the values in the arguments
    tempa = deepcopy(a)
    tempb = deepcopy(b)

    # check if matrix is singular
    if abs(linalg.det(tempa)) < t:
        return -1

    pivoting(tempa, tempb)

    for k in range(0,n-1):    
        for i in range(k+1, n):
            if tempa[i,k] != 0.0:
                m = tempa[i,k]/tempa[k,k]
                if verbose:
                    print "m =", m
                tempa[i,k+1:n] = tempa[i,k+1:n] - m * tempa[k,k+1:n]
                tempb[i] = tempb[i] - m * tempb[k]

    # Back substitution
    for k in range(n-1,-1,-1):
        tempb[k] = (tempb[k] - dot(tempa[k,k+1:n], tempb[k+1:n]))/tempa[k,k]

    return tempb

def residue(a, b, c):
    """Calculates the residue of a system solved by gauss elimination"""
    n = len(b)

    t = a * c # t is the A with the values of x replaced (an [n x n] matrix)

    s = []
    for i in range(0, n):
        s.append(sum(t[i])) # s is the solution

    res = b - s # res is the residue

    return res

#a = array([[1.0, 2.0, 0.0],[-1.0, 2.0, 3.0],[1.0, 4.0, 1.0]])
#b = array([3.0, -1.0, 4.0])
#a = array([[-1.414214, 2, 0],[1, -1.414214, 1], [0, 2, -1.414214]])
#b = array([1.0,1.0,1.0])
#a = array([[2.0, 2.0, 2.0],[1.0, 1.0, 5.0], [2.0, 5.0, 1.0]])
#b = array([6.0, 7.0, 8.0])
a = array([[1.001, 2.001, 3.001],[0.999, 2.0, 2.999], [1.002, 1.999, 2.999]])
b = array([4.003, 4.001, 3.999])

x = gauss(a, b)
print "Solution = ", x

#sol = linalg.solve(a, b)
#print "linalg Solution = ", sol

y = residue(a, b, x)
print "Residue = ", y

u = gauss(a, y)
print "Residue destribution = ", u

z = gauss(a, b+y)
print "New Solution (with added residue) = ", z

y2 = residue(a, b+y, z)
print "Residule of new solution = ", y2

if linalg.norm(y2) < linalg.norm(y):
    print "New solution has a smaller residue."
else:
    print "Original solution has a smaller residue."

This work, unless otherwise expressly stated, is licensed under a Creative Commons Attribution 3.0 Unported License.

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