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Linear Equation Solver - Gaussian Elimination (C#)

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4.00/5 (3 votes)
22 May 2012CPOL 90.2K   11   12
Linear equation solver - Gaussian Elimination.

Introduction 

This code implements the Gaussian elimination algorithm in C#.

Background

Since I was unable to find this algo in C#, I wrote it on my own.

Using the code

Simply copy and paste the code to your project. If you prefer double precision, replace all occurances of "float" with "double".

C#
public static class LinearEquationSolver
{
    /// <summary>Computes the solution of a linear equation system.</summary>
    /// <param name="M">
    /// The system of linear equations as an augmented matrix[row, col] where (rows + 1 == cols).
    /// It will contain the solution in "row canonical form" if the function returns "true".
    /// </param>
    /// <returns>Returns whether the matrix has a unique solution or not.</returns>
    public static bool Solve(float[,] M)
    {
        // input checks
        int rowCount = M.GetUpperBound(0) + 1;
        if (M == null || M.Length != rowCount * (rowCount + 1))
          throw new ArgumentException("The algorithm must be provided with a (n x n+1) matrix.");
        if (rowCount < 1)
          throw new ArgumentException("The matrix must at least have one row.");

        // pivoting
        for (int col = 0; col + 1 < rowCount; col++) if (M[col, col] == 0)
        // check for zero coefficients
        {
            // find non-zero coefficient
            int swapRow = col + 1;
            for (;swapRow < rowCount; swapRow++) if (M[swapRow, col] != 0) break;

            if (M[swapRow, col] != 0) // found a non-zero coefficient?
            {
                // yes, then swap it with the above
                float[] tmp = new float[rowCount + 1];
                for (int i = 0; i < rowCount + 1; i++)
                  { tmp[i] = M[swapRow, i]; M[swapRow, i] = M[col, i]; M[col, i] = tmp[i]; }
            }
            else return false; // no, then the matrix has no unique solution
        }

        // elimination
        for (int sourceRow = 0; sourceRow + 1 < rowCount; sourceRow++)
        {
            for (int destRow = sourceRow + 1; destRow < rowCount; destRow++)
            {
                float df = M[sourceRow, sourceRow];
                float sf = M[destRow, sourceRow];
                for (int i = 0; i < rowCount + 1; i++)
                  M[destRow, i] = M[destRow, i] * df - M[sourceRow, i] * sf;
            }
        }

        // back-insertion
        for (int row = rowCount - 1; row >= 0; row--)
        {
            float f = M[row,row];
            if (f == 0) return false;

            for (int i = 0; i < rowCount + 1; i++) M[row, i] /= f;
            for (int destRow = 0; destRow < row; destRow++)
              { M[destRow, rowCount] -= M[destRow, row] * M[row, rowCount]; M[destRow, row] = 0; }
        }
        return true;
    }
}

Changes

License

This article, along with any associated source code and files, is licensed under The Code Project Open License (CPOL)


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Comments and Discussions

 
GeneralMy vote of 4 Pin
Member 1536803613-Dec-21 15:34
Member 1536803613-Dec-21 15:34 
GeneralMy vote of 3 Pin
Member 1210123021-Jun-17 0:52
Member 1210123021-Jun-17 0:52 
Questionimprovements Pin
a_voronin27-Oct-16 14:03
a_voronin27-Oct-16 14:03 
Questionimprovements Pin
a_voronin27-Oct-16 14:00
a_voronin27-Oct-16 14:00 
GeneralMy vote of 5 Pin
Member 791511423-Jan-16 14:56
Member 791511423-Jan-16 14:56 
QuestionProblem with search for non-zero pivot element Pin
Member 1035586924-Jan-14 17:47
Member 1035586924-Jan-14 17:47 
In your pivoting phase, when you detect a zero on the diagonal, you embark on a search for a non-zero element in the same column but on a lower row. The lines that conduct the search are as follows:
C#
// find non-zero coefficient
int swapRow = col + 1;
for (;swapRow < rowCount; swapRow++) if (M[swapRow, col] != 0) break;


If the search for a non-zero element fails, swapRow will then have the same value as rowCount. So when you check for the success or failure of the search:
C#
if (M[swapRow, col] != 0) // found a non-zero coefficient?
{
   // ...
}


swapRow by that point has a value greater than that returned by M.GetUpperBound(0), which causes an IndexOutOfRangeException.

A way to avoid that would be something like the following:
C#
// Search for zeros on the diagonal
for (var col = 0; col < rowCount; col++)
{
    if (M[col, col] == 0)
    {
        // Found a zero on the diagonal.
        // Search for a row with which to swap.
        var swapRow = -1;
        for (var row = col + 1; row < rowCount; row++)
        {
            if (M[row, col] != 0)
            {
                // Found a swap row
                swapRow = row;
                break;
            }
        }

        // Abort if no swap row found
        if (swapRow == -1)
        {
            return false;
        }

        // Swap rows "col" and "swapRow"
        // ...
    }
}

Darrell Pittman

NewsSolving a System of Linear Equation Pin
WiiMaxx15-Jul-13 2:58
WiiMaxx15-Jul-13 2:58 
BugIncorrect calculation Pin
elw00d12325-Sep-12 3:11
elw00d12325-Sep-12 3:11 
SuggestionFurther C# packages on Gaussian Elimination and Linear Matrix Algebra in general Pin
akemper21-May-12 11:33
akemper21-May-12 11:33 
QuestionPInvoke and ACML is a solid solution Pin
Jonathan Langdon21-May-12 7:04
Jonathan Langdon21-May-12 7:04 
QuestionSuggestion Pin
jarvisa21-May-12 0:14
jarvisa21-May-12 0:14 
QuestionMost of us use 3rd party libraries... Pin
Andreas Gieriet20-May-12 22:10
professionalAndreas Gieriet20-May-12 22:10 

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