Task: Gauss-Jordan matrix inversion



C#: using System;

namespace Rosetta
{
    internal class Vector
    {
        private double[] b;
        internal readonly int rows;

        internal Vector(int rows)
        {
            this.rows = rows;
            b = new double[rows];
        }

        internal Vector(double[] initArray)
        {
            b = (double[])initArray.Clone();
            rows = b.Length;
        }

        internal Vector Clone()
        {
            Vector v = new Vector(b);
            return v;
        }

        internal double this[int row]
        {
            get { return b[row]; }
            set { b[row] = value; }
        }

        internal void SwapRows(int r1, int r2)
        {
            if (r1 == r2) return;
            double tmp = b[r1];
            b[r1] = b[r2];
            b[r2] = tmp;
        }

        internal double norm(double[] weights)
        {
            double sum = 0;
            for (int i = 0; i < rows; i++)
            {
                double d = b[i] * weights[i];
                sum +=  d*d;
            }
            return Math.Sqrt(sum);
        }

        internal void print()
        {
            for (int i = 0; i < rows; i++)
                Console.WriteLine(b[i]);
            Console.WriteLine();
        }

        public static Vector operator-(Vector lhs, Vector rhs)
        {
            Vector v = new Vector(lhs.rows);
            for (int i = 0; i < lhs.rows; i++)
                v[i] = lhs[i] - rhs[i];
            return v;
        }
    }

    class Matrix
    {
        private double[] b;
        internal readonly int rows, cols;

        internal Matrix(int rows, int cols)
        {
            this.rows = rows;
            this.cols = cols;
            b = new double[rows * cols];            
        }

        internal Matrix(int size)
        {
            this.rows = size;
            this.cols = size;
            b = new double[rows * cols];
            for (int i = 0; i < size; i++)
                this[i, i] = 1;
        }

        internal Matrix(int rows, int cols, double[] initArray)
        {
            this.rows = rows;
            this.cols = cols;
            b = (double[])initArray.Clone();
            if (b.Length != rows * cols) throw new Exception("bad init array");
        }

        internal double this[int row, int col]
        {
            get { return b[row * cols + col]; }
            set { b[row * cols + col] = value; }
        }        
        
        public static Vector operator*(Matrix lhs, Vector rhs)
        {
            if (lhs.cols != rhs.rows) throw new Exception("I can't multiply matrix by vector");
            Vector v = new Vector(lhs.rows);
            for (int i = 0; i < lhs.rows; i++)
            {
                double sum = 0;
                for (int j = 0; j < rhs.rows; j++)
                    sum += lhs[i,j]*rhs[j];
                v[i] = sum;
            }
            return v;
        }

        internal void SwapRows(int r1, int r2)
        {
            if (r1 == r2) return;
            int firstR1 = r1 * cols;
            int firstR2 = r2 * cols;
            for (int i = 0; i < cols; i++)
            {
                double tmp = b[firstR1 + i];
                b[firstR1 + i] = b[firstR2 + i];
                b[firstR2 + i] = tmp;
            }
        }

        
        internal bool InvPartial()
        {
            const double Eps = 1e-12;
            if (rows != cols) throw new Exception("rows != cols for Inv");
            Matrix M = new Matrix(rows); 
            for (int diag = 0; diag < rows; diag++)
            {
                int max_row = diag;
                double max_val = Math.Abs(this[diag, diag]);
                double d;
                for (int row = diag + 1; row < rows; row++)
                    if ((d = Math.Abs(this[row, diag])) > max_val)
                    {
                        max_row = row;
                        max_val = d;
                    }
                if (max_val <= Eps) return false;
                SwapRows(diag, max_row);
                M.SwapRows(diag, max_row);
                double invd = 1 / this[diag, diag];
                for (int col = diag; col < cols; col++)
                {
                    this[diag, col] *= invd;
                }
                for (int col = 0; col < cols; col++)
                {
                    M[diag, col] *= invd;
                }
                for (int row = 0; row < rows; row++)
                {
                    d = this[row, diag];
                    if (row != diag)
                    {
                        for (int col = diag; col < this.cols; col++)
                        {
                            this[row, col] -= d * this[diag, col];
                        }
                        for (int col = 0; col < this.cols; col++)
                        {
                            M[row, col] -= d * M[diag, col];
                        }
                    }
                }
            }
            b = M.b;
            return true;
        }

        internal void print()
        {
            for (int i = 0; i < rows; i++)
            {
                for (int j = 0; j < cols; j++)
                    Console.Write(this[i,j].ToString()+"  ");
                Console.WriteLine();
            }
        }
    }
}








Fortran: 












      SUBROUTINE GJINV (A, LDA, N, B, LDB, IERR)
       IMPLICIT NONE
       INTEGER LDA, N, LDB, IERR
       REAL A(LDA,N), B(LDB,N)

       REAL EPS                                  
       PARAMETER (EPS = 1.1920929E-07)
       INTEGER I, J, K, P                        
       REAL F, TOL




       IF (N < 1) THEN            
         IERR = -1
         RETURN
       ELSE IF (N > LDA .OR. N > LDB) THEN
         IERR = -2
         RETURN
       END IF
       IERR = 0

       F = 0.                     
       DO J = 1, N
         DO I = 1, N
           F = F + A(I,J)**2
         END DO
       END DO
       F = SQRT(F)
       TOL = F * EPS

       DO J = 1, N                
         DO I = 1, N
           IF (I .EQ. J) THEN
             B(I,J) = 1.
           ELSE
             B(I,J) = 0.
           END IF
         END DO
       END DO


       DO K = 1, N
         F = ABS(A(K,K))          
         P = K
         DO I = K+1, N
           IF (ABS(A(I,K)) > F) THEN
             F = ABS(A(I,K))
             P = I
           END IF
         END DO

         IF (F < TOL) THEN        
           IERR = 1
           RETURN
         END IF

         IF (P .NE. K) THEN       
           DO J = K, N
             F = A(K,J)
             A(K,J) = A(P,J)
             A(P,J) = F
           END DO
           DO J = 1, N
             F = B(K,J)
             B(K,J) = B(P,J)
             B(P,J) = F
           END DO
         END IF

         F = 1. / A(K,K)          
         DO J = K, N
           A(K,J) = A(K,J) * F
         END DO
         DO J = 1, N
           B(K,J) = B(K,J) * F
         END DO

         DO 10 I = 1, N           
           IF (I .EQ. K) GO TO 10
           F = A(I,K)
           DO J = K, N
             A(I,J) = A(I,J) - A(K,J) * F
           END DO
           DO J = 1, N
             B(I,J) = B(I,J) - B(K,J) * F
           END DO
  10     CONTINUE
       END DO

       RETURN
      END