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Simple Gauss-Jordan elimination in Python [Leave a comment]

written by Jarno Elonen <elonen@iki.fi>, april 2005, released into the Public Domain

The following ultra-compact Python function performs in-place Gaussian elimination for given matrix, putting it into the Reduced Row Echelon Form. It can be used to solve linear equation systems or to invert a matrix.

def gauss_jordan(m, eps = 1.0/(10**10)):
  """Puts given matrix (2D array) into the Reduced Row Echelon Form.
     Returns True if successful, False if 'm' is singular.
     NOTE: make sure all the matrix items support fractions! Int matrix will NOT work!
     Written by Jarno Elonen in April 2005, released into Public Domain"""
  (h, w) = (len(m), len(m[0]))
  for y in range(0,h):
    maxrow = y
    for y2 in range(y+1, h):    # Find max pivot
      if abs(m[y2][y]) > abs(m[maxrow][y]):
        maxrow = y2
    (m[y], m[maxrow]) = (m[maxrow], m[y])
    if abs(m[y][y]) <= eps:     # Singular?
      return False
    for y2 in range(y+1, h):    # Eliminate column y
      c = m[y2][y] / m[y][y]
      for x in range(y, w):
        m[y2][x] -= m[y][x] * c
  for y in range(h-1, 0-1, -1): # Backsubstitute
    c  = m[y][y]
    for y2 in range(0,y):
      for x in range(w-1, y-1, -1):
        m[y2][x] -=  m[y][x] * m[y2][y] / c
    m[y][y] /= c
    for x in range(h, w):       # Normalize row y
      m[y][x] /= c
  return True

Warning! Integers will not work.

Make sure your matrix items support fractions. For instance, an int matrix will give you wrong results because int / int = int, i.e. they will be truncated.

If your matrix is of form [A:x] (as is usual when solving systems), items of A and x both have to be divisible by items of A but not the other way around. Thus, you could, for example, use floats for A and vectors for x. Example:

mtx = [[1.0, 1.0, 1.0, Vec3(0.0,  4.0, 2.0), 2.0],
       [2.0, 1.0, 1.0, Vec3(1.0,  7.0, 3.0), 3.0],
       [1.0, 2.0, 1.0, Vec3(15.0, 2.0, 4.0), 4.0]]

if gauss_jordan(mtx):
  print mtx
else:
  print "Singular!"

# Prints out (approximately):
#
# [[1.0, 0.0, 0.0, (  1.0,  3.0,  1.0),  1.0],
#  [0.0, 1.0, 0.0, ( 15.0, -2.0,  2.0),  2.0],
#  [0.0, 0.0, 1.0, (-16.0,  3.0, -1.0), -1.0]]

Auxiliary functions contributed by Eric Atienza (also released in Public Domain):

def solve(M, b):
  """
  solves M*x = b
  return vector x so that M*x = b
  :param M: a matrix in the form of a list of list
  :param b: a vector in the form of a simple list of scalars
  """
  m2 = [row[:]+[right] for row,right in zip(M,b) ]
  return [row[-1] for row in m2] if gauss_jordan(m2) else None

def inv(M):
  """
  return the inv of the matrix M
  """
  #clone the matrix and append the identity matrix
  # [int(i==j) for j in range_M] is nothing but the i(th row of the identity matrix
  m2 = [row[:]+[int(i==j) for j in range(len(M) )] for i,row in enumerate(M) ]
  # extract the appended matrix (kind of m2[m:,...]
  return [row[len(M[0]):] for row in m2] if gauss_jordan(m2) else None

def zeros( s , zero=0):
    """
    return a matrix of size `size`
    :param size: a tuple containing dimensions of the matrix
    :param zero: the value to use to fill the matrix (by default it's zero )
    """
    return [zeros(s[1:] ) for i in range(s[0] ) ] if not len(s) else zero

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