Below is the syntax highlighted version of GaussianElimination.java
from §9.5 Numerical Solutions to Differential Equations.
/****************************************************************************** * Compilation: javac GaussianElimination.java * Execution: java GaussianElimination * * Gaussian elimination with partial pivoting. * * % java GaussianElimination * -1.0 * 2.0 * 2.0 * ******************************************************************************/ public class GaussianElimination { private static final double EPSILON = 1e-10; // Gaussian elimination with partial pivoting public static double[] lsolve(double[][] A, double[] b) { int n = b.length; for (int p = 0; p < n; p++) { // find pivot row and swap int max = p; for (int i = p + 1; i < n; i++) { if (Math.abs(A[i][p]) > Math.abs(A[max][p])) { max = i; } } double[] temp = A[p]; A[p] = A[max]; A[max] = temp; double t = b[p]; b[p] = b[max]; b[max] = t; // singular or nearly singular if (Math.abs(A[p][p]) <= EPSILON) { throw new ArithmeticException("Matrix is singular or nearly singular"); } // pivot within A and b for (int i = p + 1; i < n; i++) { double alpha = A[i][p] / A[p][p]; b[i] -= alpha * b[p]; for (int j = p; j < n; j++) { A[i][j] -= alpha * A[p][j]; } } } // back substitution double[] x = new double[n]; for (int i = n - 1; i >= 0; i--) { double sum = 0.0; for (int j = i + 1; j < n; j++) { sum += A[i][j] * x[j]; } x[i] = (b[i] - sum) / A[i][i]; } return x; } // sample client public static void main(String[] args) { int n = 3; double[][] A = { { 0, 1, 1 }, { 2, 4, -2 }, { 0, 3, 15 } }; double[] b = { 4, 2, 36 }; double[] x = lsolve(A, b); // print results for (int i = 0; i < n; i++) { StdOut.println(x[i]); } } }