【算法 | Python】高斯消元法

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程序来源：Gaussian Elimination

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原理说明

• 高斯消元法(Gauss Elimination)【超详解&模板】
• 高斯消元法-百度百科

源代码

"""
Gaussian elimination method for solving a system of linear equations.
Gaussian elimination - https://en.wikipedia.org/wiki/Gaussian_elimination

高斯消元法，是线性代数中的一个算法，可用来求解线性方程组，并可以求出矩阵的秩，以及求出可逆方阵的逆矩阵。
高斯消元法的原理是：若用初等行变换将增广矩阵 化为 ，则AX = B与CX = D是同解方程组。
详细说明见 http://www.mamicode.com/info-detail-1813820.html
"""


import numpy as np


def retroactive_resolution(coefficients: np.matrix, vector: np.array) -> np.array:
    """
    此函数对三角矩阵执行追溯线性系统解析
    This function performs a retroactive linear system resolution
        for triangular matrix
    """

    rows, columns = np.shape(coefficients)

    x = np.zeros((rows, 1), dtype=float)
    for row in reversed(range(rows)):
        sum = 0
        for col in range(row + 1, columns):
            sum += coefficients[row, col] * x[col]

        x[row, 0] = (vector[row] - sum) / coefficients[row, row]

    return x


def gaussian_elimination(coefficients: np.matrix, vector: np.array) -> np.array:
    """
    此函数执行高斯消去法
    This function performs Gaussian elimination method

    Examples:
        1x1 - 4x2 - 2x3 = -2        1x1 + 2x2 = 5
        5x1 + 2x2 - 2x3 = -3        5x1 + 2x2 = 5
        1x1 - 1x2 + 0x3 = 4
    >>> gaussian_elimination([[1, -4, -2], [5, 2, -2], [1, -1, 0]], [[-2], [-3], [4]])
    array([[ 2.3 ],
           [-1.7 ],
           [ 5.55]])
    >>> gaussian_elimination([[1, 2], [5, 2]], [[5], [5]])
    array([[0. ],
           [2.5]])
    """
    # coefficients must to be a square matrix so we need to check first
    # 系数必须是一个方阵，所以我们需要首先检查
    rows, columns = np.shape(coefficients)
    if rows != columns:
        return []

    # augmented matrix
    # 增广矩阵
    augmented_mat = np.concatenate((coefficients, vector), axis=1)
    augmented_mat = augmented_mat.astype("float64")

    # scale the matrix leaving it triangular
    # 缩放矩阵，让它变成三角形
    for row in range(rows - 1):
        pivot = augmented_mat[row, row]
        for col in range(row + 1, columns):
            factor = augmented_mat[col, row] / pivot
            augmented_mat[col, :] -= factor * augmented_mat[row, :]

    x = retroactive_resolution(
        augmented_mat[:, 0:columns], augmented_mat[:, columns : columns + 1]
    )

    return x


if __name__ == "__main__":
    import doctest

    doctest.testmod()

代码说明

• 在运行代码前需安装numpy库，安装方法如下：用管理员身份打开cmd，输入 python -m pip install numpy
• 代码 gaussian_elimination(coefficients: np.matrix, vector: np.array) -> np.array 中的冒号与箭头作用为：提示其他人变量类型（非强制），详情见Python函数参数中的冒号与箭头
• Python doctest模块：文档测试（超级详细）