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, 0]], dtype=float))
array([nan, nan])
"""
ab = np.copy(matrix)
num_of_rows = ab.shape[0]
num_of_columns = ab.shape[1] - 1
x_lst: list[float] = []
for column_num in range(num_of_rows):
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]]
if ab[column_num, column_num] == 0.0:
raise ValueError("Matrix is not correct")
else:
pass
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, :]
)
for column_num in range(num_of_rows):
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]]
if ab[column_num, column_num] == 0.0:
raise ValueError("Matrix is not correct")
else:
pass
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, :]
)
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 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) = }")