📜  高斯消除法求解线性方程组

📅  最后修改于: 2021-04-26 06:55:13             🧑  作者: Mango

本文重点介绍使用算法来求解线性方程组。我们将处理系数矩阵。高斯消除不适用于奇异矩阵(它们导致被零除)。

Input: For N unknowns, input is an augmented 
       matrix of size N x (N+1). One extra 
       column is for Right Hand Side (RHS)
  mat[N][N+1] = {{3.0, 2.0,-4.0, 3.0},
                {2.0, 3.0, 3.0, 15.0},
                {5.0, -3, 1.0, 14.0}
               };
Output: Solution to equations is:
        3.000000
        1.000000
        2.000000

Explanation:
Given matrix represents following equations
3.0X1 + 2.0X2 - 4.0X3 =  3.0
2.0X1 + 3.0X2 + 3.0X3 = 15.0
5.0X1 - 3.0X2 +    X3 = 14.0

There is a unique solution for given equations, 
solutions is, X1 = 3.0, X2 = 1.0, X3 = 2.0, 

矩阵11

行梯形形式:如果满足以下条件,则称矩阵在ref中:

  1. 每行中的第一个非零元素(称为前导系数)为1。
  2. 每个前导系数位于前一行前导系数右侧的一列中。
  3. 具有全零的行位于具有至少一个非零元素的行的下方。

矩阵1

简化的行梯形形式:如果满足以下条件,则称矩阵在rref中–

  1. 所有参考条件
  2. 每行中的前导系数是其列中唯一的非零条目。

该算法主要是关于在矩阵的行上执行一系列操作。在执行这些操作时,我们要记住的是,我们希望将矩阵转换为行梯形形式的上三角矩阵。操作可以是:

  1. 交换两行
  2. 将行乘以非零标量
  3. 在一行中添加另一行的倍数

流程:

  1. 向前淘汰:减少为行梯队形式。使用它可以判断是否有解决方案,唯一解决方案或无限多个解决方案。
  2. 反向替代:进一步还原为行列梯形形式。

算法:

  1. 部分枢轴:通过交换行来查找第k个枢轴,以将绝对值最大的条目移动到枢轴位置。这使算法具有计算稳定性。
  2. 对于枢轴下方的每一行,计算使第k个条目为零的因子f,并为该行中的每个元素减去第k行中相应元素的f倍。
  3. 对每个未知重复上述步骤。我们将剩下部分参考矩阵。

下面是上述算法的实现。

C++
// C++ program to demonstrate working of Guassian Elimination
// method
#include
using namespace std;
 
#define N 3        // Number of unknowns
 
// function to reduce matrix to r.e.f.  Returns a value to
// indicate whether matrix is singular or not
int forwardElim(double mat[N][N+1]);
 
// function to calculate the values of the unknowns
void backSub(double mat[N][N+1]);
 
// function to get matrix content
void gaussianElimination(double mat[N][N+1])
{
    /* reduction into r.e.f. */
    int singular_flag = forwardElim(mat);
 
    /* if matrix is singular */
    if (singular_flag != -1)
    {
        printf("Singular Matrix.\n");
 
        /* if the RHS of equation corresponding to
           zero row  is 0, * system has infinitely
           many solutions, else inconsistent*/
        if (mat[singular_flag][N])
            printf("Inconsistent System.");
        else
            printf("May have infinitely many "
                   "solutions.");
 
        return;
    }
 
    /* get solution to system and print it using
       backward substitution */
    backSub(mat);
}
 
// function for elementary operation of swapping two rows
void swap_row(double mat[N][N+1], int i, int j)
{
    //printf("Swapped rows %d and %d\n", i, j);
 
    for (int k=0; k<=N; k++)
    {
        double temp = mat[i][k];
        mat[i][k] = mat[j][k];
        mat[j][k] = temp;
    }
}
 
// function to print matrix content at any stage
void print(double mat[N][N+1])
{
    for (int i=0; i v_max)
                v_max = mat[i][k], i_max = i;
 
        /* if a prinicipal diagonal element  is zero,
         * it denotes that matrix is singular, and
         * will lead to a division-by-zero later. */
        if (!mat[k][i_max])
            return k; // Matrix is singular
 
        /* Swap the greatest value row with current row */
        if (i_max != k)
            swap_row(mat, k, i_max);
 
 
        for (int i=k+1; i= 0; i--)
    {
        /* start with the RHS of the equation */
        x[i] = mat[i][N];
 
        /* Initialize j to i+1 since matrix is upper
           triangular*/
        for (int j=i+1; j


Java
// Java program to demonstrate working of Guassian Elimination
// method
import java.io.*;
class GFG
{
 
  public static int N = 3; // Number of unknowns
 
  // function to get matrix content
  static void gaussianElimination(double mat[][])
  {
 
    /* reduction into r.e.f. */
    int singular_flag = forwardElim(mat);
 
    /* if matrix is singular */
    if (singular_flag != -1)
    {
      System.out.println("Singular Matrix.");
 
      /* if the RHS of equation corresponding to
               zero row  is 0, * system has infinitely
               many solutions, else inconsistent*/
      if (mat[singular_flag][N] != 0)
        System.out.print("Inconsistent System.");
      else
        System.out.print(
        "May have infinitely many solutions.");
 
      return;
    }
 
    /* get solution to system and print it using
           backward substitution */
    backSub(mat);
  }
 
  // function for elementary operation of swapping two
  // rows
  static void swap_row(double mat[][], int i, int j)
  {
    // printf("Swapped rows %d and %d\n", i, j);
 
    for (int k = 0; k <= N; k++)
    {
      double temp = mat[i][k];
      mat[i][k] = mat[j][k];
      mat[j][k] = temp;
    }
  }
 
  // function to print matrix content at any stage
  static void print(double mat[][])
  {
    for (int i = 0; i < N; i++, System.out.println())
      for (int j = 0; j <= N; j++)
        System.out.print(mat[i][j]);
    System.out.println();
  }
 
  // function to reduce matrix to r.e.f.
  static int forwardElim(double mat[][])
  {
    for (int k = 0; k < N; k++)
    {
 
      // Initialize maximum value and index for pivot
      int i_max = k;
      int v_max = (int)mat[i_max][k];
 
      /* find greater amplitude for pivot if any */
      for (int i = k + 1; i < N; i++)
        if (Math.abs(mat[i][k]) > v_max)
        {
          v_max = (int)mat[i][k];
          i_max = i;
        }
 
      /* if a prinicipal diagonal element  is zero,
             * it denotes that matrix is singular, and
             * will lead to a division-by-zero later. */
      if (mat[k][i_max] == 0)
        return k; // Matrix is singular
 
      /* Swap the greatest value row with current row
             */
      if (i_max != k)
        swap_row(mat, k, i_max);
 
      for (int i = k + 1; i < N; i++)
      {
 
        /* factor f to set current row kth element
                 * to 0, and subsequently remaining kth
                 * column to 0 */
        double f = mat[i][k] / mat[k][k];
 
        /* subtract fth multiple of corresponding
                   kth row element*/
        for (int j = k + 1; j <= N; j++)
          mat[i][j] -= mat[k][j] * f;
 
        /* filling lower triangular matrix with
                 * zeros*/
        mat[i][k] = 0;
      }
 
      // print(mat);        //for matrix state
    }
 
    // print(mat);            //for matrix state
    return -1;
  }
 
  // function to calculate the values of the unknowns
  static void backSub(double mat[][])
  {
    double x[]
      = new double[N]; // An array to store solution
 
    /* Start calculating from last equation up to the
           first */
    for (int i = N - 1; i >= 0; i--)
    {
 
      /* start with the RHS of the equation */
      x[i] = mat[i][N];
 
      /* Initialize j to i+1 since matrix is upper
               triangular*/
      for (int j = i + 1; j < N; j++)
      {
 
        /* subtract all the lhs values
                 * except the coefficient of the variable
                 * whose value is being calculated */
        x[i] -= mat[i][j] * x[j];
      }
 
      /* divide the RHS by the coefficient of the
               unknown being calculated */
      x[i] = x[i] / mat[i][i];
    }
 
    System.out.println();
    System.out.println("Solution for the system:");
    for (int i = 0; i < N; i++)
    {
      System.out.format("%.6f", x[i]);
      System.out.println();
    }
  }
 
  // Driver program
  public static void main(String[] args)
  {
 
    /* input matrix */
    double mat[][] = { { 3.0, 2.0, -4.0, 3.0 },
                      { 2.0, 3.0, 3.0, 15.0 },
                      { 5.0, -3, 1.0, 14.0 } };
 
    gaussianElimination(mat);
  }
}
 
// This code is contributed by Dharanendra L V.


PHP
 $v_max)
                {
                    $v_max = $mat[$i][$k];
                    $i_max = $i;
                }
 
        /* if a prinicipal diagonal element is zero,
        * it denotes that matrix is singular, and
        * will lead to a division-by-zero later. */
        if (!$mat[$k][$i_max])
            return $k; // Matrix is singular
 
        /* Swap the greatest value row with current row */
        if ($i_max != $k)
            swap_row($mat, $k, $i_max);
 
 
        for ($i = $k + 1; $i < $N; $i++)
        {
            /* factor f to set current row kth element to 0,
            * and subsequently remaining kth column to 0 */
            $f = $mat[$i][$k]/$mat[$k][$k];
 
            /* subtract fth multiple of corresponding kth
            row element*/
            for ($j = $k + 1; $j <= $N; $j++)
                $mat[$i][$j] -= $mat[$k][$j] * $f;
 
            /* filling lower triangular matrix with zeros*/
            $mat[$i][$k] = 0;
        }
 
        //print(mat); //for matrix state
    }
    //print(mat);     //for matrix state
    return -1;
}
 
// function to calculate the values of the unknowns
function backSub(&$mat)
{
    global $N;
    $x = array_fill(0, $N, 0); // An array to store solution
 
    /* Start calculating from last equation up to the
    first */
    for ($i = $N - 1; $i >= 0; $i--)
    {
        /* start with the RHS of the equation */
        $x[$i] = $mat[$i][$N];
 
        /* Initialize j to i+1 since matrix is upper
        triangular*/
        for ($j = $i + 1; $j < $N; $j++)
        {
            /* subtract all the lhs values
            * except the coefficient of the variable
            * whose value is being calculated */
            $x[$i] -= $mat[$i][$j] * $x[$j];
        }
 
        /* divide the RHS by the coefficient of the
        unknown being calculated */
        $x[$i] = $x[$i] / $mat[$i][$i];
    }
 
    print("\nSolution for the system:\n");
    for ($i = 0; $i < $N; $i++)
        print(number_format(strval($x[$i]), 6)."\n");
}
 
// Driver program
 
    /* input matrix */
    $mat = array(array(3.0, 2.0,-4.0, 3.0),
                        array(2.0, 3.0, 3.0, 15.0),
                        array(5.0, -3, 1.0, 14.0));
 
    gaussianElimination($mat);
 
// This code is contributed by mits
?>


C#
// C# program to demonstrate working
// of Guassian Elimination method
using System;
 
class GFG{
     
// Number of unknowns
public static int N = 3;
 
// Function to get matrix content
static void gaussianElimination(double [,]mat)
{
 
    /* reduction into r.e.f. */
    int singular_flag = forwardElim(mat);
     
    /* if matrix is singular */
    if (singular_flag != -1)
    {
        Console.WriteLine("Singular Matrix.");
         
        /* if the RHS of equation corresponding to
           zero row  is 0, * system has infinitely
           many solutions, else inconsistent*/
        if (mat[singular_flag,N] != 0)
            Console.Write("Inconsistent System.");
        else
            Console.Write("May have infinitely " +
                          "many solutions.");
         
        return;
    }
     
    /* get solution to system and print it using
    backward substitution */
    backSub(mat);
}
 
// Function for elementary operation of swapping two
// rows
static void swap_row(double [,]mat, int i, int j)
{
     
    // printf("Swapped rows %d and %d\n", i, j);
     
    for(int k = 0; k <= N; k++)
    {
        double temp = mat[i, k];
        mat[i, k] = mat[j, k];
        mat[j, k] = temp;
    }
}
     
// Function to print matrix content at any stage
static void print(double [,]mat)
{
    for(int i = 0; i < N; i++, Console.WriteLine())
        for(int j = 0; j <= N; j++)
            Console.Write(mat[i, j]);
             
    Console.WriteLine();
}
 
// Function to reduce matrix to r.e.f.
static int forwardElim(double [,]mat)
{
    for(int k = 0; k < N; k++)
    {
         
        // Initialize maximum value and index for pivot
        int i_max = k;
        int v_max = (int)mat[i_max, k];
         
        /* find greater amplitude for pivot if any */
        for(int i = k + 1; i < N; i++)
        {
            if (Math.Abs(mat[i, k]) > v_max)
            {
                v_max = (int)mat[i, k];
                i_max = i;
            }
         
            /* If a prinicipal diagonal element  is zero,
            *  it denotes that matrix is singular, and
            *  will lead to a division-by-zero later. */
            if (mat[k, i_max] == 0)
                return k; // Matrix is singular
             
            /* Swap the greatest value row with
               current row
            */
            if (i_max != k)
                swap_row(mat, k, i_max);
             
            for(int i = k + 1; i < N; i++)
            {
             
                /* factor f to set current row kth element
                *  to 0, and subsequently remaining kth
                *  column to 0 */
                double f = mat[i, k] / mat[k, k];
                 
                /* subtract fth multiple of corresponding
                   kth row element*/
                for(int j = k + 1; j <= N; j++)
                    mat[i, j] -= mat[k, j] * f;
                 
                /* filling lower triangular matrix with
                *  zeros*/
                mat[i, k] = 0;
            }
        }
        // print(mat);        //for matrix state
    }
     
    // print(mat);            //for matrix state
    return -1;
}
 
// Function to calculate the values of the unknowns
static void backSub(double [,]mat)
{
     
    // An array to store solution
    double []x = new double[N];
     
    /* Start calculating from last equation up to the
       first */
    for(int i = N - 1; i >= 0; i--)
    {
     
        /* start with the RHS of the equation */
        x[i] = mat[i,N];
         
        /* Initialize j to i+1 since matrix is upper
        triangular*/
        for(int j = i + 1; j < N; j++)
        {
         
            /* subtract all the lhs values
             * except the coefficient of the variable
             * whose value is being calculated */
            x[i] -= mat[i,j] * x[j];
        }
         
        /* divide the RHS by the coefficient of the
        unknown being calculated */
        x[i] = x[i] / mat[i,i];
    }
     
    Console.WriteLine();
    Console.WriteLine("Solution for the system:");
    for(int i = 0; i < N; i++)
    {
        Console.Write("{0:F6}", x[i]);
        Console.WriteLine();
    }
}
 
// Driver code
public static void Main(String[] args)
{
     
    /* input matrix */
    double [,]mat = { { 3.0, 2.0, -4.0, 3.0 },
                      { 2.0, 3.0, 3.0, 15.0 },
                      { 5.0, -3, 1.0, 14.0 } };
     
    gaussianElimination(mat);
}
}
 
// This code is contributed by shikhasingrajput


输出:

Solution for the system:
3.000000
1.000000
2.000000

插图:

过程

时间复杂度:由于对于每个枢轴,我们遍历该零件在其下一行的右侧,因此O(n)*(O(n)* O(n))= O(n 3 )。
我们还可以应用高斯消去法来计算:

  1. 矩阵的等级
  2. 矩阵的行列式
  3. 可逆方阵的逆