gaussPivot.py

## module gaussPivot
''' x = gaussPivot(a,b,tol=1.0e-9).
    Solves [a]{x} = {b} by Gauss elimination with
    scaled row pivoting
'''    
from numarray import *
import swap 
import error

def gaussPivot(a,b,tol=1.0e-12):
    n = len(b)
    
  # Set up scale factors
    s = zeros((n),type=Float64)
    for i in range(n):
        s[i] = max(abs(a[i,:]))
            
    for k in range(0,n-1):
        
      # Row interchange, if needed
        p = int(argmax(abs(a[k:n,k])/s[k:n])) + k
        if abs(a[p,k]) < tol: error.err('Matrix is singular')
        if p != k:
            swap.swapRows(b,k,p)
            swap.swapRows(s,k,p)
            swap.swapRows(a,k,p)
            
      # Elimination
        for i in range(k+1,n):
            if a[i,k] != 0.0:
                lam = a[i,k]/a[k,k]
                a[i,k+1:n] = a [i,k+1:n] - lam*a[k,k+1:n]
                b[i] = b[i] - lam*b[k]
    if abs(a[n-1,n-1]) < tol: error.err('Matrix is singular')
                   
  # Back substitution
    for k in range(n-1,-1,-1):
        b[k] = (b[k] - dot(a[k,k+1:n],b[k+1:n]))/a[k,k]
    return b