algorithm-in-python/math/numericalAnalysis/solve-linear-by-iteration.py

131 lines
3.8 KiB
Python

''' mbinary
#########################################################################
# File : solve-linear-by-iteration.py
# Author: mbinary
# Mail: zhuheqin1@gmail.com
# Blog: https://mbinary.xyz
# Github: https://github.com/mbinary
# Created Time: 2018-10-02 21:14
# Description:
#########################################################################
'''
'''
#########################################################################
# File : solve-linear-by-iteration.py
# Author: mbinary
# Mail: zhuheqin1@gmail.com
# Blog: https://mbinary.xyz
# Github: https://github.com/mbinary
# Created Time: 2018-05-04 07:42
# Description:
#########################################################################
'''
import numpy as np
from operator import le,lt
def jacob(A,b,x,accuracy=None,times=6):
''' Ax=b, arg x is the init val, times is the time of iterating'''
A,b,x = np.matrix(A),np.matrix(b),np.matrix(x)
n,m = A.shape
if n!=m:raise Exception("Not square matrix: {A}".format(A=A))
if b.shape !=( n,1) : raise Exception('Error: {b} must be {n} x1 in dimension'.format(b = b,n=n))
D = np.diag(np.diag(A))
DI = np.zeros([n,n])
for i in range(n):DI[i,i]= 1/D[i,i]
R = np.eye(n) - DI * A
g = DI * b
print('R =\n{}'.format(R))
print('g =\n{}'.format(g))
last = -x
if accuracy != None:
ct=0
while 1:
ct+=1
tmp = x-last
last = x
mx = max ( abs(i) for i in tmp)
if mx<accuracy:return x
x = R*x+g
print('x{ct} =\n{x}'.format(ct = ct,x=x))
else:
for i in range(times):
x = R*x+g
print('x{ct} = \n{x}'.format(ct=i+1,x=x))
print('isLimitd: {}'.format(isLimited(A)))
return x
def gauss_seidel(A,b,x,accuracy=None,times=6):
''' Ax=b, arg x is the init val, times is the time of iterating'''
A,b,x = np.matrix(A),np.matrix(b),np.matrix(x)
n,m = A.shape
if n!=m:raise Exception("Not square matrix: {A}".format(A=A))
if b.shape !=( n,1) : raise Exception('Error: {b} must be {n} x1 in dimension'.format(b = b,n=n))
D =np. matrix(np.diag(np.diag(A)))
L = np.tril(A) - D # L = np.triu(D.T) - D
U = np.triu(A) - D
DLI = (D+L).I
S = - (DLI) * U
f = (DLI)*b
print('S =\n{}'.format(S))
print('f =\n{}'.format(f))
last = -x
if accuracy != None:
ct=0
while 1:
ct+=1
tmp = x-last
last = x
mx = max ( abs(i) for i in tmp)
if mx<accuracy:return x
x = S*x+f
print('x{ct} =\n{x}'.format(ct=ct,x=x))
else:
for i in range(times):
x = S*x+f
print('x{ct} = \n{x}'.format(ct=i+1,x=x))
print('isLimitd: {}'.format(isLimited(A)))
return x
def isLimited(A,strict=False):
'''通过检查A是否是[严格]对角优来判断迭代是否收敛, 即对角线上的值是否都大于对应行(或者列)的值'''
diag = np.diag(A)
op = lt if strict else le
if op(A.max(axis=0),diag).all(): return True
if op(A.max(axis=1), diag).all(): return True
return False
testcase=[]
def test():
for func,A,b,x,*args in testcase:
acc =None
times = 6
if args !=[] :
if isinstance(args[0],int):times = args[0]
else : acc = args[0]
return func(A,b,x,acc,times)
if __name__ =='__main__':
A = [[2,-1,-1],
[1,5,-1],
[1,1,10]
]
b = [[-5],[8],[11]]
x = [[1],[1],[1]]
#testcase.append([gauss_seidel,A,b,x])
A = [[2,-1,1],[3,3,9],[3,3,5]]
b = [[-1],[0],[4]]
x = [[0],[0],[0]]
#testcase.append([jacob,A,b,x])
A = [[5,-1,-1],
[3,6,2],
[1,-1,2]
]
b= [[16],[11],[-2]]
x = [[1],[1],[-1]]
testcase.append([gauss_seidel,A,b,x,0.001])
test()