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Tag: numerical methods

C Gaussian Elimination Implementation

A simple gaussian elimination implemented in C.

To simplify, I hard coded the linear system

10 x1 + 2 x2 + 3 x3 + 4 x4 = 5
6 x1 + 17 x2 + 8 x3 + 9 x4 = 10
11 x1 + 12 x2 + 23 x3 + 14 x4 = 15
16 x1 + 17 x2 + 18 x3 + 29 x4 = 20

into the AB float matrix.

/* 
 * Description: Solve a hard coded linear system by gaussian elimination
 * Author: Silveira Neto
 * License: Public Domain
 */

#include 
#include 

#define ROWS 4
#define COLS 5

/**
 * Linear System, Ax = B
 *
 * 10*x1 +  2*x2 +  3*x3 +  4*x4 = 5
 *  6*x1 + 17*x2 +  8*x3 +  9*x4 = 10
 * 11*x1 + 12*x2 + 23*x3 + 14*x4 = 15
 * 16*x1 + 17*x2 + 18*x3 + 29*x4 = 20
 */
float AB[ROWS][COLS] = {
    {10,  2,  3,  4,  5},
    { 6, 17,  8,  9, 10},
    {11, 12, 23, 14, 15},
    {16, 17, 18, 29, 20}
};

/* Answer x from Ax=B */
float X[ROWS] = {0,0,0,0};

int main(int argc, char** argv) {
    int row, col, i;

    /* gaussian elimination */
    for (col=0; col

Before the gaugassian elimination, AB is

10  2  3  4  5
 6 17  8  9 10
11 12 23 14 15
16 17 18 29 20

and after it is

10.00000 0.00000 0.00000 0.00000 2.82486 
0.00000 15.80000 0.00000 0.00000 3.92768 
0.00000 0.00000 15.85443 0.00000 3.85164 
0.00000 0.00000 0.00000 14.13174 3.35329 

that corresponds to

10 x1 = 2.82486
15.80000 x2 = 3.92768
15.85443 x3 = 3.85164
14.13174 x4 = 3.35329

The solution vector is X = (x1, x2, x3, x4). We get it by X=B/A.

The program output, X, is

0.28249 0.24859 0.24294 0.23729

Benchmarking:
I'm this serial implementation over one node of our cluster, a machine with 4 processors (Intel Xeon 1.8 Ghz) and 1Gb RAM memory. I tried random systems from 1000 to 5000 variables and got the average time.

gaugassian elimination serial