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package algs91; // section 9.9
import stdlib.*;
/* ***********************************************************************
* Compilation: javac GaussJordanElimination.java
* Execution: java GaussJordanElimination N
*
* Finds a solutions to Ax = b using Gauss-Jordan elimination with partial
* pivoting. If no solution exists, find a solution to yA = 0, yb != 0,
* which serves as a certificate of infeasibility.
*
* % java GaussJordanElimination
* -1.000000
* 2.000000
* 2.000000
*
* 3.000000
* -1.000000
* -2.000000
*
* System is infeasible
*
* -6.250000
* -4.500000
* 0.000000
* 0.000000
* 1.000000
*
* System is infeasible
*
* -1.375000
* 1.625000
* 0.000000
*
*
*************************************************************************/
public class XGaussJordanElimination {
private static final double EPSILON = 1e-8;
private final int N; // N-by-N system
private final double[][] a; // N-by-N+1 augmented matrix
// Gauss-Jordan elimination with partial pivoting
public XGaussJordanElimination(double[][] A, double[] b) {
N = b.length;
// build augmented matrix
a = new double[N][N+N+1];
for (int i = 0; i < N; i++)
for (int j = 0; j < N; j++)
a[i][j] = A[i][j];
// only need if you want to find certificate of infeasibility (or compute inverse)
for (int i = 0; i < N; i++)
a[i][N+i] = 1.0;
for (int i = 0; i < N; i++) a[i][N+N] = b[i];
solve();
assert check(A, b);
}
private void solve() {
// Gauss-Jordan elimination
for (int p = 0; p < N; p++) {
// show();
// find pivot row using partial pivoting
int max = p;
for (int i = p+1; i < N; i++) {
if (Math.abs(a[i][p]) > Math.abs(a[max][p])) {
max = i;
}
}
// exchange row p with row max
swap(p, max);
// singular or nearly singular
if (Math.abs(a[p][p]) <= EPSILON) {
continue;
// throw new Error("Matrix is singular or nearly singular");
}
// pivot
pivot(p, p);
}
// show();
}
// swap row1 and row2
private void swap(int row1, int row2) {
double[] temp = a[row1];
a[row1] = a[row2];
a[row2] = temp;
}
// pivot on entry (p, q) using Gauss-Jordan elimination
private void pivot(int p, int q) {
// everything but row p and column q
for (int i = 0; i < N; i++) {
double alpha = a[i][q] / a[p][q];
for (int j = 0; j <= N+N; j++) {
if (i != p && j != q) a[i][j] -= alpha * a[p][j];
}
}
// zero out column q
for (int i = 0; i < N; i++)
if (i != p) a[i][q] = 0.0;
// scale row p (ok to go from q+1 to N, but do this for consistency with simplex pivot)
for (int j = 0; j <= N+N; j++)
if (j != q) a[p][j] /= a[p][q];
a[p][q] = 1.0;
}
// extract solution to Ax = b
public double[] primal() {
double[] x = new double[N];
for (int i = 0; i < N; i++) {
if (Math.abs(a[i][i]) > EPSILON)
x[i] = a[i][N+N] / a[i][i];
else if (Math.abs(a[i][N+N]) > EPSILON)
return null;
}
return x;
}
// extract solution to yA = 0, yb != 0
public double[] dual() {
double[] y = new double[N];
for (int i = 0; i < N; i++) {
if ((Math.abs(a[i][i]) <= EPSILON) && (Math.abs(a[i][N+N]) > EPSILON)) {
for (int j = 0; j < N; j++)
y[j] = a[i][N+j];
return y;
}
}
return null;
}
// does the system have a solution?
public boolean isFeasible() {
return primal() != null;
}
// print the tableaux
private void show() {
for (int i = 0; i < N; i++) {
for (int j = 0; j < N; j++) {
StdOut.format("%8.3f ", a[i][j]);
}
StdOut.format("| ");
for (int j = N; j < N+N; j++) {
StdOut.format("%8.3f ", a[i][j]);
}
StdOut.format("| %8.3f\n", a[i][N+N]);
}
StdOut.println();
}
// check that Ax = b or yA = 0, yb != 0
private boolean check(double[][] A, double[] b) {
// check that Ax = b
if (isFeasible()) {
double[] x = primal();
for (int i = 0; i < N; i++) {
double sum = 0.0;
for (int j = 0; j < N; j++) {
sum += A[i][j] * x[j];
}
if (Math.abs(sum - b[i]) > EPSILON) {
StdOut.println("not feasible");
StdOut.format("b[%d] = %8.3f, sum = %8.3f\n", i, b[i], sum);
return false;
}
}
return true;
}
// or that yA = 0, yb != 0
else {
double[] y = dual();
for (int j = 0; j < N; j++) {
double sum = 0.0;
for (int i = 0; i < N; i++) {
sum += A[i][j] * y[i];
}
if (Math.abs(sum) > EPSILON) {
StdOut.println("invalid certificate of infeasibility");
StdOut.format("sum = %8.3f\n", sum);
return false;
}
}
double sum = 0.0;
for (int i = 0; i < N; i++) {
sum += y[i] * b[i];
}
if (Math.abs(sum) < EPSILON) {
StdOut.println("invalid certificate of infeasibility");
StdOut.format("yb = %8.3f\n", sum);
return false;
}
return true;
}
}
public static void test(double[][] A, double[] b) {
XGaussJordanElimination gaussian = new XGaussJordanElimination(A, b);
if (gaussian.isFeasible()) {
StdOut.println("Solution to Ax = b");
double[] x = gaussian.primal();
for (double element : x) {
StdOut.format("%10.6f\n", element);
}
}
else {
StdOut.println("Certificate of infeasibility");
double[] y = gaussian.dual();
for (double element : y) {
StdOut.format("%10.6f\n", element);
}
}
StdOut.println();
}
// 3-by-3 nonsingular system
public static void test1() {
double[][] A = {
{ 0, 1, 1 },
{ 2, 4, -2 },
{ 0, 3, 15 }
};
double[] b = { 4, 2, 36 };
test(A, b);
}
// 3-by-3 nonsingular system
public static void test2() {
double[][] A = {
{ 1, -3, 1 },
{ 2, -8, 8 },
{ -6, 3, -15 }
};
double[] b = { 4, -2, 9 };
test(A, b);
}
// 5-by-5 singular: no solutions
// y = [ -1, 0, 1, 1, 0 ]
public static void test3() {
double[][] A = {
{ 2, -3, -1, 2, 3 },
{ 4, -4, -1, 4, 11 },
{ 2, -5, -2, 2, -1 },
{ 0, 2, 1, 0, 4 },
{ -4, 6, 0, 0, 7 },
};
double[] b = { 4, 4, 9, -6, 5 };
test(A, b);
}
// 5-by-5 singluar: infinitely many solutions
public static void test4() {
double[][] A = {
{ 2, -3, -1, 2, 3 },
{ 4, -4, -1, 4, 11 },
{ 2, -5, -2, 2, -1 },
{ 0, 2, 1, 0, 4 },
{ -4, 6, 0, 0, 7 },
};
double[] b = { 4, 4, 9, -5, 5 };
test(A, b);
}
// 3-by-3 singular: no solutions
// y = [ 1, 0, 1/3 ]
public static void test5() {
double[][] A = {
{ 2, -1, 1 },
{ 3, 2, -4 },
{ -6, 3, -3 },
};
double[] b = { 1, 4, 2 };
test(A, b);
}
// 3-by-3 singular: infinitely many solutions
public static void test6() {
double[][] A = {
{ 1, -1, 2 },
{ 4, 4, -2 },
{ -2, 2, -4 },
};
double[] b = { -3, 1, 6 };
test(A, b);
}
// sample client
public static void main(String[] args) {
try { test1(); }
catch (Exception e) { e.printStackTrace(); }
StdOut.println("--------------------------------");
try { test2(); }
catch (Exception e) { e.printStackTrace(); }
StdOut.println("--------------------------------");
try { test3(); }
catch (Exception e) { e.printStackTrace(); }
StdOut.println("--------------------------------");
try { test4(); }
catch (Exception e) { e.printStackTrace(); }
StdOut.println("--------------------------------");
try { test5(); }
catch (Exception e) { e.printStackTrace(); }
StdOut.println("--------------------------------");
try { test6(); }
catch (Exception e) { e.printStackTrace(); }
StdOut.println("--------------------------------");
// N-by-N random system (likely full rank)
int N = Integer.parseInt(args[0]);
double[][] A = new double[N][N];
for (int i = 0; i < N; i++)
for (int j = 0; j < N; j++)
A[i][j] = StdRandom.uniform(1000);
double[] b = new double[N];
for (int i = 0; i < N; i++)
b[i] = StdRandom.uniform(1000);
test(A, b);
StdOut.println("--------------------------------");
// N-by-N random system (likely infeasible)
A = new double[N][N];
for (int i = 0; i < N-1; i++)
for (int j = 0; j < N; j++)
A[i][j] = StdRandom.uniform(1000);
for (int i = 0; i < N-1; i++) {
double alpha = StdRandom.uniform(11) - 5.0;
for (int j = 0; j < N; j++) {
A[N-1][j] += alpha * A[i][j];
}
}
b = new double[N];
for (int i = 0; i < N; i++)
b[i] = StdRandom.uniform(1000);
test(A, b);
}
}
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