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Q51605: Example of Gaussian Elimination; Matrix Math in BASIC 7.00

Article: Q51605
Product(s): See article
Version(s): 7.00   | 7.00
Operating System(s): MS-DOS | OS/2
Keyword(s): ENDUSER | | mspl13_basic
Last Modified: 13-DEC-1989

This article explains the purpose of Gaussian elimination and gives
a code example.

In Microsoft BASIC PDS (Professional Development System) Version 7.00
for MS-DOS and MS OS/2, the following FUNCTION procedures perform
Gaussian elimination:

   MatSEqnS% (for single-precision)
   MatSEqnD% (for double-precision)
   MatSEqnC% (for currency data type)

The source code of all of these functions is provided in the MATB.BAS
source file on one of the release disks. To use these functions in the
QuickBASIC Extended editor, load the MATBEFR.QLB Quick library as
follows:

   QBX /L MATBEFR.QLB

MATFEFR.QLB and the related .LIB files are mentioned in the $INCLUDE
file MATB.BI. MATB.BI contains DECLARE FUNCTION statements necessary
for the matrix math routines.

Definitions
-----------

1. A matrix is a two-dimensional array in BASIC.

2. A vector is a one-dimensional array in BASIC.

3. An identity matrix is a square array composed of 1's along the
   diagonal from upper left to lower right, with all else 0's (zeros).

Gaussian Elimination
--------------------

A linear equation of n variables (unknowns) has the following form:

   a1*x1 + a2*x2 + an*xn = b

where:

   a1 through an and b are known constants, and x1 through xn are
   variables with unknown values.

Linear equations do not involve any products or roots of variables.
All variables are to the first power, and don't appear as arguments
of trigonometric, logarithmic, or exponential functions.

A solution of a linear equation is a sequence of n numbers (s1 through
sn) such that the equation is satisfied when we substitute x1=s1,
x2=s2, ..., xn=sn.

A set of multiple linear equations in the variables x1 through xn is
called a system of linear equations. The set (vector) of constants s1
through sn is called a solution of the system if it provides a
solution for every equation in the system. Every system of linear
equations has either no solutions, exactly one solution, or infinitely
many solutions.

A system of m linear equations in n unknowns can be written as follows
in BASIC:

   a(1,1)*x1 + a(1,2)*x2 + ... + a(1,n)*xn = b(1)

   a(2,1)*x1 + a(2,2)*x2 + ... + a(2,n)*xn = b(2)

      ...                  ...

   a(m,1)*x1 + a(m,2)*x2 + ... + a(m,n)*xn = b(m)

If you mentally keep track of the location of the +'s, the x's, and
the ='s, the arrays a(m,n) and b(m) provide a shorthand notation for
the system of linear equations. In elementary linear algebra texts,
a(m,n) and b(m) together make what is called the "augmented matrix."

Again, our goal is to discover the unknown values s1 through sn that,
when assigned to variables x1 through xn, solve every equation.

Gaussian elimination reduces the augmented matrix [the combination of
a(m,n) and b(m)] to a matrix of reduced row-echelon form, which looks
like a square identity matrix attached to a 1 by m vector [ b() ]. The
vector b() contains the solution set (s1 through sn) of the system of
linear equations.

The Gaussian elimination functions MatSEqnS%, MatSEqnD%, and MatSEqnC%
accept a square matrix a() and a vector b() as input arguments
(together composing the input-augmented matrix), and give the solution
in the one-dimensional array b(). After you invoke the function, a()
is replaced with the identity matrix, and the solution values
overwrite the input arguments that you had placed in b(). The n
solution values in b(), when assigned to variables x1 through xn,
satisfy every equation in the system.

For more information about linear algebra, the following is an
excellent text:

   "Elementary Linear Algebra, Second Edition", by Howard Anton,
    published by John Wiley & Sons, 1977

Code Example
------------

' This program demonstrates Gaussian elimination to solve a set of
' linear equations using double-precision variables.
' The MATSEQND, MATSEQNS, and MATSEQNC matrix math routines are
' provided in the Matrix Math Toolbox in Microsoft BASIC 7.00 for
' MS-DOS and MS OS/2.
'
' To run this program in the QuickBASIC Extended editor, load the
' MATBEFR.QLB Quick library as follows:
'
'     QBX /L MATBEFR.QLB
'
' MATFEFR.QLB and the related .LIB files are documented in the INCLUDE
' file 'MATB.BI' but NOT in "Microsoft BASIC 7.0: Language Reference."

DECLARE FUNCTION MatSEqnD% (A() AS DOUBLE, b() AS DOUBLE)

' The above DECLARE statement is all that is needed from the following
' include file:   REM $INCLUDE: 'matb.bi'
DEFDBL A-Z
OPTION BASE 1    ' Use OPTION BASE 1 for easier reference.
DIM A(3, 3), b(3)

' The following system of linear equations:
PRINT "       x +   y + 2*z = 9"
PRINT "     2*x + 4*y - 3*z = 1"
PRINT "     3*x + 6*y - 5*z = 0"
' ...can be represented in the following matrix:
'     1  1  2  9
'     2  4 -3  1
'     3  6 -5  0
' ...which can be placed in arrays a() and b() respectively as follows:
'     a(1,1)  a(1,2)  a(1,3)  b(1)
'     a(2,1)  a(2,2)  a(2,3)  b(2)
'     a(3,1)  a(3,2)  a(3,3)  b(3)
A(1, 1) = 1
A(1, 2) = 1
A(1, 3) = 2
A(2, 1) = 2
A(2, 2) = 4
A(2, 3) = -3
A(3, 1) = 3
A(3, 2) = 6
A(3, 3) = -5
b(1) = 9
b(2) = 1
b(3) = 0
errcode% = MatSEqnD%(A(), b())
PRINT "The following values for x, y, and z solve all three equations:"
PRINT "x="; b(1)
PRINT "y="; b(2)
PRINT "z="; b(3)

' Here is the output, accurate to within double-precision limits:
'    x= 1.00000000000001
'    y= 2
'    z= 3

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