rref.cpp

// Reduced row echelon form via Gauss-Jordan elimination 
// with partial pivoting.  This can be used for computing
// the rank of a matrix.
//
// Running time: O(n^3)
//
// INPUT:    a[][] = an nxn matrix
//
// OUTPUT:   rref[][] = an nxm matrix (stored in a[][])
//           returns rank of a[][]

const double EPSILON = 1e-10;

typedef double T;
typedef vector<T> VT;
typedef vector<VT> VVT;

int rref(VVT &a) {
  int n = a.size();
  int m = a[0].size();
  int r = 0;
  for (int c = 0; c < m; c++) {
    int j = r;
    for (int i = r+1; i < n; i++) 
      if (fabs(a[i][c]) > fabs(a[j][c])) j = i;
    if (fabs(a[j][c]) < EPSILON) continue;
    swap(a[j], a[r]);
   
    T s = 1.0 / a[r][c];
    for (int j = 0; j < m; j++) a[r][j] *= s;
    for (int i = 0; i < n; i++) if (i != r) {
      T t = a[i][c];
      for (int j = 0; j < m; j++) a[i][j] -= t * a[r][j];
    }
    r++;
  }
  return r;
}