261 lines
8.2 KiB
Java
261 lines
8.2 KiB
Java
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/*
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This is java program to find the solution to the linear equations of any number of variables using the method of Gauss-Jordan algorithm.
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*/
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//This is a sample program to find the solution to the linear equations using the method of Gauss-Jordan algorithm
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import java.util.Scanner;
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public class Gauss_Jordan_Elimination
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{
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private static final double EPSILON = 1e-8;
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private final int N; // N-by-N system
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private double[][] a; // N-by-N+1 augmented matrix
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// Gauss-Jordan elimination with partial pivoting
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public Gauss_Jordan_Elimination(double[][] A, double[] b)
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{
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N = b.length;
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// build augmented matrix
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a = new double[N][N+N+1];
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for (int i = 0; i < N; i++)
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for (int j = 0; j < N; j++)
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a[i][j] = A[i][j];
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// only need if you want to find certificate of infeasibility (or compute inverse)
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for (int i = 0; i < N; i++)
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a[i][N+i] = 1.0;
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for (int i = 0; i < N; i++)
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a[i][N+N] = b[i];
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solve();
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assert check(A, b);
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}
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private void solve()
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{
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// Gauss-Jordan elimination
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for (int p = 0; p < N; p++)
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{
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int max = p;
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for (int i = p+1; i < N; i++)
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{
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if (Math.abs(a[i][p]) > Math.abs(a[max][p]))
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{
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max = i;
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}
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}
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// exchange row p with row max
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swap(p, max);
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// singular or nearly singular
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if (Math.abs(a[p][p]) <= EPSILON)
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{
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continue;
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// throw new RuntimeException("Matrix is singular or nearly singular");
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}
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// pivot
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pivot(p, p);
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}
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// show();
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}
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// swap row1 and row2
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private void swap(int row1, int row2)
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{
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double[] temp = a[row1];
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a[row1] = a[row2];
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a[row2] = temp;
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}
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// pivot on entry (p, q) using Gauss-Jordan elimination
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private void pivot(int p, int q)
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{
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// everything but row p and column q
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for (int i = 0; i < N; i++)
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{
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double alpha = a[i][q] / a[p][q];
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for (int j = 0; j <= N+N; j++)
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{
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if (i != p && j != q) a[i][j] -= alpha * a[p][j];
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}
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}
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// zero out column q
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for (int i = 0; i < N; i++)
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if (i != p) a[i][q] = 0.0;
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// scale row p (ok to go from q+1 to N, but do this for consistency with simplex pivot)
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for (int j = 0; j <= N+N; j++)
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if (j != q) a[p][j] /= a[p][q];
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a[p][q] = 1.0;
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}
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// extract solution to Ax = b
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public double[] primal()
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{
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double[] x = new double[N];
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for (int i = 0; i < N; i++)
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{
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if (Math.abs(a[i][i]) > EPSILON)
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x[i] = a[i][N+N] / a[i][i];
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else if (Math.abs(a[i][N+N]) > EPSILON)
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return null;
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}
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return x;
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}
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// extract solution to yA = 0, yb != 0
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public double[] dual()
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{
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double[] y = new double[N];
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for (int i = 0; i < N; i++)
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{
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if ( (Math.abs(a[i][i]) <= EPSILON) && (Math.abs(a[i][N+N]) > EPSILON) )
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{
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for (int j = 0; j < N; j++)
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y[j] = a[i][N+j];
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return y;
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}
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}
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return null;
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}
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// does the system have a solution?
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public boolean isFeasible()
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{
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return primal() != null;
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}
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// print the tableaux
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private void show()
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{
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for (int i = 0; i < N; i++)
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{
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for (int j = 0; j < N; j++)
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{
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System.out.print(" "+a[i][j]);
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}
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System.out.print("| ");
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for (int j = N; j < N+N; j++)
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{
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System.out.print(" "+a[i][j]);
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}
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System.out.print("| \n"+a[i][N+N]);
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}
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System.out.println();
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}
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// check that Ax = b or yA = 0, yb != 0
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private boolean check(double[][] A, double[] b)
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{
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// check that Ax = b
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if (isFeasible())
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{
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double[] x = primal();
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for (int i = 0; i < N; i++)
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{
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double sum = 0.0;
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for (int j = 0; j < N; j++)
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{
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sum += A[i][j] * x[j];
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}
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if (Math.abs(sum - b[i]) > EPSILON)
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{
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System.out.println("not feasible");
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System.out.println(i+" = "+b[i]+", sum = "+sum+"\n");
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return false;
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}
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}
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return true;
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}
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// or that yA = 0, yb != 0
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else
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{
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double[] y = dual();
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for (int j = 0; j < N; j++)
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{
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double sum = 0.0;
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for (int i = 0; i < N; i++)
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{
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sum += A[i][j] * y[i];
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}
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if (Math.abs(sum) > EPSILON)
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{
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System.out.println("invalid certificate of infeasibility");
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System.out.println("sum = "+sum+"\n");
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return false;
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}
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}
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double sum = 0.0;
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for (int i = 0; i < N; i++)
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{
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sum += y[i] * b[i];
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}
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if (Math.abs(sum) < EPSILON)
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{
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System.out.println("invalid certificate of infeasibility");
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System.out.println("yb = "+sum+"\n");
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return false;
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}
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return true;
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}
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}
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public static void test(double[][] A, double[] b)
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{
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Gauss_Jordan_Elimination gaussian = new Gauss_Jordan_Elimination(A, b);
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if (gaussian.isFeasible())
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{
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System.out.println("Solution to Ax = b");
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double[] x = gaussian.primal();
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for (int i = 0; i < x.length; i++)
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{
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System.out.println(" "+x[i]+"\n");
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}
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}
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else
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{
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System.out.println("Certificate of infeasibility");
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double[] y = gaussian.dual();
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for (int j = 0; j < y.length; j++)
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{
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System.out.println(" "+y[j]+"\n");
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}
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}
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System.out.println();
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}
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public static void main(String[] args)
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{
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Scanner input = new Scanner(System.in);
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System.out.println("Enter the number of variables in the equations: ");
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int n = input.nextInt();
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System.out.println("Enter the coefficients of each variable for each equations");
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System.out.println("ax + by + cz + ... = d");
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double [][]mat = new double[n][n];
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double []constants = new double[n];
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//input
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for(int i=0; i<n; i++)
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{
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for(int j=0; j<n; j++)
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{
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mat[i][j] = input.nextDouble();
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}
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constants[i] = input.nextDouble();
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}
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test(mat, constants);
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}
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}
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/*
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Enter the number of variables in the equations:
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2
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Enter the coefficients of each variable for each equations
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ax + by + cz + ... = d
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1 2 3
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6 5 4
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Solution to Ax = b
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-1.0
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2.0
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*/
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