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QuickStart Samples

# Linear Equations QuickStart Sample (IronPython)

Illustrates how to solve systems of simultaneous linear equations in IronPython.

```import numerics

# The DenseMatrix and LUDecomposition classes reside in the
# Extreme.Mathematics.LinearAlgebra namespace.
from Extreme.Mathematics import *
from Extreme.Mathematics.LinearAlgebra import *

#/ Illustrates solving systems of simultaneous linear
#/ equations using the DenseMatrix and LUDecomposition classes
#/ in the Extreme.Mathematics.LinearAlgebra namespace of the Extreme
#/ Optimization Mathematics Library for .NET.

# A system of simultaneous linear equations is
# defined by a square matrix A and a right-hand
# side B, which can be a vector or a matrix.
#
# You can use any matrix type for the matrix A.
# The optimal algorithm is automatically selected.

# Let's start with a general matrix:
m = Matrix([[1, 1, 1, 1], [1, 2, 4, 2], [1, 3, 9, 1], [1, 4, 16, 2]])
b1 = Vector([ 1, 3, 6, 3 ])
b2 = Matrix([[1, 6], [2, 5], [3, 3], [3, 8]])
print "m = {0:.4f}".format(m)

#
# The Solve method
#

# The following solves m x = b1. The second
# parameter specifies whether to overwrite the
# right-hand side with the result.
x1 = m.Solve(b1, False)
print "x1 = {0:.4f}".format(x1)
# If the overwrite parameter is omitted, the
# right-hand-side is overwritten with the solution:
m.Solve(b1)
print "b1 = {0:.4f}".format(b1)
# You can solve for multiple right hand side
# vectors by passing them in a DenseMatrix:
x2 = m.Solve(b2, False)
print "x2 = {0:.4f}".format(x2)

#
# Related Methods
#

# You can verify whether a matrix is singular
# using the IsSingular method:
print "IsSingular(m) =", m.IsSingular()
# The inverse matrix is returned by the Inverse
# method:
print "Inverse(m) = {0:.4f}".format(m.GetInverse())
# The determinant is also available:
print "Det(m) = {0:.4f}".format(m.GetDeterminant())
# The condition number is an estimate for the
# loss of precision in solving the equations
print "Cond(m) = {0:.4f}".format(m.EstimateConditionNumber())
print

#
# The LUDecomposition class
#

# If multiple operations need to be performed
# on the same matrix, it is more efficient to use
# the LUDecomposition class. This class does the
# bulk of the calculations only once.
print "Using LU Decomposition:"
# The constructor takes an optional second argument
# indicating whether to overwrite the original
# matrix with its decomposition:
lu = m.GetLUDecomposition(False)
# All methods mentioned earlier are still available:
x2 = lu.Solve(b2, False)
print "x2 = {0:.4f}".format(x2)
print "IsSingular(m) =", lu.IsSingular()
print "Inverse(m) = {0:.4f}".format(lu.GetInverse())
print "Det(m) = {0:.4f}".format(lu.GetDeterminant())
print "Cond(m) = {0:.4f}".format(lu.EstimateConditionNumber())