Friday, March 6, 2009

Pseudocode of Gaussian Elimination

i := 1
j := 1
while (i ≤ m and j ≤ n) do
  Find pivot in column j, starting in row i:
  maxi := i
  for k := i+1 to m do
    if abs(A[k,j]) > abs(A[maxi,j]) then
      maxi := k
    end if
  end for
  if A[maxi,j] ≠ 0 then
    swap rows i and maxi, but do not change the value of i
    Now A[i,j] will contain the old value of A[maxi,j].
    divide each entry in row i by A[i,j]
    Now A[i,j] will have the value 1.
    for u := i+1 to m do
      subtract A[u,j] * row i from row u
      Now A[u,j] will be 0, since A[u,j] - A[i,j] * A[u,j] = A[u,j] - 1 * A[u,j] = 0.
    end for
    i := i + 1
  end if
  j := j + 1
end while

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