simeq.java

// simeq.java  solve simultaneous equations AX=Y 
    // solve real linear equations for X where Y = A * X
    // method: Gauss-Jordan elimination using maximum pivot
    // usage:  simeq(A,Y,X); or  simeq(n,A,Y,X)
    //    Translated to java by : Jon Squire , 26 March 2003
    //    First written by Jon Squire December 1959 for IBM 650, translated to
    //    other languages  e.g. Fortran converted to Ada converted to C
    //    then converted to java

public class simeq
{
  simeq(final double A[][], final double Y[], double X[])
  {
    int n=A.length;
    double B[][] = new double[n][n+1];  // working matrix
    if(A[0].length!=n || Y.length!=n || X.length!=n)
    {
      System.out.println("Error in simeq, inconsistent array sizes.");
    }
    // build working data structure
    for(int i=0; i<n; i++)
    {
      for(int j=0; j<n; j++) B[i][j] = A[i][j];
      B[i][n] = Y[i];
    }
    solve(n, B, X);
  }

  simeq(int n, final double A[][], final double Y[], double X[])
  {
    double B[][] = new double[n][n+1];  // working matrix
    // build working data structure
    for(int i=0; i<n; i++)
    {
      for(int j=0; j<n; j++) B[i][j] = A[i][j];
      B[i][n] = Y[i];
    }
    solve(n, B, X);
  }

  simeq(int n, final double AA[], final double Y[], double X[])
  {
    double B[][] = new double[n][n+1];  // working matrix

    for(int i=0; i<n; i++)
    {
      for(int j=0; j<n; j++) B[i][j] = AA[i*n+j];
      B[i][n] = Y[i];
    }
    solve(n, B, X);
  }

  simeq(int n, final double AA[], double X[])
  {
    double B[][] = new double[n][n+1];  // working matrix

    for(int i=0; i<n; i++)
    {
      for(int j=0; j<=n; j++) B[i][j] = AA[i*(n+1)+j];
    }
    solve(n, B, X);
  }

  simeq(int n, final double B[][], double X[])
  {
    solve(n, B, X);
  }

  private void solve(final int n, final double B[][], double X[])
  {
    int hold , I_pivot;             // pivot indicies
    double pivot;                   // pivot element value
    double abs_pivot;
    int row[] = new int[n];           // row interchange indicies

    // set up row interchange vectors
    for(int k=0; k<n; k++)
    {
      row[k] = k;
    }
    //  begin main reduction loop
    for(int k=0; k<n; k++)
    {
      // find largest element for pivot
      pivot = B[row[k]][k];
      abs_pivot = Math.abs(pivot);
      I_pivot = k;
      for(int i=k; i<n; i++)
      {
        if(Math.abs(B[row[i]][k]) > abs_pivot)
        {
          I_pivot = i;
          pivot = B[row[i]][k];
          abs_pivot = Math.abs(pivot);
        }
      }
      // have pivot, interchange row indicies
      hold = row[k];
      row[k] = row[I_pivot];
      row[I_pivot] = hold;
      // check for near singular
      if(abs_pivot < 1.0E-20)
      {
        for(int j=k+1; j<n+1; j++)
        {
          B[row[k]][j] = 0.0;
        }
        System.out.println("redundant row (singular) "+row[k]);
      } // singular, delete row
      else
      {
        // reduce about pivot
        for(int j=k+1; j<n+1; j++)
        {
          B[row[k]][j] = B[row[k]][j] / B[row[k]][k];
        }
        //  inner reduction loop
        for(int i=0; i<n; i++)
        {
          if( i != k)
          {
            for(int j=k+1; j<n+1; j++)
            {
              B[row[i]][j] = B[row[i]][j] - B[row[i]][k] * B[row[k]][j];
            }
          }
        }
      }
      //  finished inner reduction
    }
    //  end main reduction loop
    //  build  X  for return, unscrambling rows
    for(int i=0; i<n; i++)
    {
      X[i] = B[row[i]][n];
    }
  } // end solve
} // end class simeq