Gaussian elimination: Difference between revisions
→{{header|Go}}: add version with scaling
(→version 3: added REXX version 3, changed indentation of the Gauss_elim subroutine.) |
(→{{header|Go}}: add version with scaling) |
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=={{header|Go}}==
===Partial pivoting, no scaling===
Gaussian elimination with partial pivoting by [https://en.wikipedia.org/wiki/Gaussian_elimination#Pseudocode pseudocode] on WP page [https://en.wikipedia.org/wiki/Gaussian_elimination Gaussian elimination]."
<lang go>package main
Line 781 ⟶ 782:
<pre>
[-0.01 1.6027903945020987 -1.613203059905494 1.245494121371364 -0.49098971958462834 0.06576069617522803]
</pre>
===Scaled partial pivoting===
Changes from above version noted with comments. For the example data scaling does help a bit.
<lang go>package main
import (
"errors"
"fmt"
"log"
"math"
)
type testCase struct {
a [][]float64
b []float64
x []float64
}
var tc = testCase{
a: [][]float64{
{1.00, 0.00, 0.00, 0.00, 0.00, 0.00},
{1.00, 0.63, 0.39, 0.25, 0.16, 0.10},
{1.00, 1.26, 1.58, 1.98, 2.49, 3.13},
{1.00, 1.88, 3.55, 6.70, 12.62, 23.80},
{1.00, 2.51, 6.32, 15.88, 39.90, 100.28},
{1.00, 3.14, 9.87, 31.01, 97.41, 306.02}},
b: []float64{-0.01, 0.61, 0.91, 0.99, 0.60, 0.02},
x: []float64{-0.01, 1.602790394502114, -1.6132030599055613,
1.2454941213714368, -0.4909897195846576, 0.065760696175232},
}
// result from above test case turns out to be correct to this tolerance.
const ε = 1e-14
func main() {
x, err := GaussPartial(tc.a, tc.b)
if err != nil {
log.Fatal(err)
}
fmt.Println(x)
for i, xi := range x {
if math.Abs(tc.x[i]-xi) > ε {
log.Println("out of tolerance")
log.Fatal("expected", tc.x)
}
}
}
func GaussPartial(a0 [][]float64, b0 []float64) ([]float64, error) {
m := len(b0)
a := make([][]float64, m)
for i, ai := range a0 {
row := make([]float64, m+1)
copy(row, ai)
row[m] = b0[i]
a[i] = row
}
for k := range a {
iMax := 0
max := -1.
for i := k; i < m; i++ {
row := a[i]
// compute scale factor s = max abs in row
s := -1.
for j := k; j < m; j++ {
x := math.Abs(row[j])
if x > s {
s = x
}
}
// scale the abs used to pick the pivot.
if abs := math.Abs(row[k]) / s; abs > max {
iMax = i
max = abs
}
}
if a[iMax][k] == 0 {
return nil, errors.New("singular")
}
a[k], a[iMax] = a[iMax], a[k]
for i := k + 1; i < m; i++ {
for j := k + 1; j <= m; j++ {
a[i][j] -= a[k][j] * (a[i][k] / a[k][k])
}
a[i][k] = 0
}
}
x := make([]float64, m)
for i := m - 1; i >= 0; i-- {
x[i] = a[i][m]
for j := i + 1; j < m; j++ {
x[i] -= a[i][j] * x[j]
}
x[i] /= a[i][i]
}
return x, nil
}</lang>
{{out}}
<pre>
[-0.01 1.6027903945021131 -1.6132030599055596 1.245494121371436 -0.49098971958465754 0.065760696175232]
</pre>
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