2007-01-20 14:32:30 -05:00
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;;; SIMPLEX -- Simplex algorithm.
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(define (matrix-rows a) (vector-length a))
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(define (matrix-columns a) (FLOATvector-length (vector-ref a 0)))
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(define (matrix-ref a i j) (FLOATvector-ref (vector-ref a i) j))
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(define (matrix-set! a i j x) (FLOATvector-set! (vector-ref a i) j x))
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(define (fuck-up)
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(fatal-error "This shouldn't happen"))
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(define (simplex a m1 m2 m3)
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(define *epsilon* 1e-6)
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2007-03-03 23:17:04 -05:00
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;(define *epsilon* 0.000001)
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2007-01-20 14:32:30 -05:00
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(if (not (and (>= m1 0)
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(>= m2 0)
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(>= m3 0)
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(= (matrix-rows a) (+ m1 m2 m3 2))))
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(fuck-up))
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(let* ((m12 (+ m1 m2 1))
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(m (- (matrix-rows a) 2))
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(n (- (matrix-columns a) 1))
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(l1 (make-vector n))
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(l2 (make-vector m))
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(l3 (make-vector m2))
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(nl1 n)
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(iposv (make-vector m))
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(izrov (make-vector n))
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(ip 0)
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(kp 0)
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(bmax 0.0)
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(one? #f)
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(pass2? #t))
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(define (simp1 mm abs?)
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(set! kp (vector-ref l1 0))
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(set! bmax (matrix-ref a mm kp))
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(do ((k 1 (+ k 1))) ((>= k nl1))
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(if (FLOATpositive?
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(if abs?
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(FLOAT- (FLOATabs (matrix-ref a mm (vector-ref l1 k)))
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(FLOATabs bmax))
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(FLOAT- (matrix-ref a mm (vector-ref l1 k)) bmax)))
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(begin
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(set! kp (vector-ref l1 k))
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(set! bmax (matrix-ref a mm (vector-ref l1 k)))))))
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(define (simp2)
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(set! ip 0)
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(let ((q1 0.0)
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(flag? #f))
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(do ((i 0 (+ i 1))) ((= i m))
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(if flag?
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(if (FLOAT< (matrix-ref a (vector-ref l2 i) kp) (FLOAT- *epsilon*))
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(begin
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(let ((q (FLOAT/ (FLOAT- (matrix-ref a (vector-ref l2 i) 0))
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(matrix-ref a (vector-ref l2 i) kp))))
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(cond
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((FLOAT< q q1)
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(set! ip (vector-ref l2 i))
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(set! q1 q))
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((FLOAT= q q1)
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(let ((qp 0.0)
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(q0 0.0))
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(let loop ((k 1))
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(if (<= k n)
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(begin
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(set! qp (FLOAT/ (FLOAT- (matrix-ref a ip k))
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(matrix-ref a ip kp)))
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(set! q0 (FLOAT/ (FLOAT-
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(matrix-ref a (vector-ref l2 i) k))
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(matrix-ref a (vector-ref l2 i) kp)))
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(if (FLOAT= q0 qp)
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(loop (+ k 1))))))
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(if (FLOAT< q0 qp)
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(set! ip (vector-ref l2 i)))))))))
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(if (FLOAT< (matrix-ref a (vector-ref l2 i) kp) (FLOAT- *epsilon*))
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(begin
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(set! q1 (FLOAT/ (FLOAT- (matrix-ref a (vector-ref l2 i) 0))
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(matrix-ref a (vector-ref l2 i) kp)))
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(set! ip (vector-ref l2 i))
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(set! flag? #t)))))))
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(define (simp3 one?)
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(let ((piv (FLOAT/ (matrix-ref a ip kp))))
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(do ((ii 0 (+ ii 1))) ((= ii (+ m (if one? 2 1))))
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(if (not (= ii ip))
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(begin
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(matrix-set! a ii kp (FLOAT* piv (matrix-ref a ii kp)))
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(do ((kk 0 (+ kk 1))) ((= kk (+ n 1)))
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(if (not (= kk kp))
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(matrix-set! a ii kk (FLOAT- (matrix-ref a ii kk)
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(FLOAT* (matrix-ref a ip kk)
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(matrix-ref a ii kp)))))))))
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(do ((kk 0 (+ kk 1))) ((= kk (+ n 1)))
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(if (not (= kk kp))
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(matrix-set! a ip kk (FLOAT* (FLOAT- piv) (matrix-ref a ip kk)))))
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(matrix-set! a ip kp piv)))
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(do ((k 0 (+ k 1))) ((= k n))
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(vector-set! l1 k (+ k 1))
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(vector-set! izrov k k))
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(do ((i 0 (+ i 1))) ((= i m))
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(if (FLOATnegative? (matrix-ref a (+ i 1) 0))
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(fuck-up))
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(vector-set! l2 i (+ i 1))
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(vector-set! iposv i (+ n i)))
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(do ((i 0 (+ i 1))) ((= i m2)) (vector-set! l3 i #t))
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(if (positive? (+ m2 m3))
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(begin
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(do ((k 0 (+ k 1))) ((= k (+ n 1)))
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(do ((i (+ m1 1) (+ i 1)) (sum 0.0 (FLOAT+ sum (matrix-ref a i k))))
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((> i m) (matrix-set! a (+ m 1) k (FLOAT- sum)))))
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(let loop ()
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(simp1 (+ m 1) #f)
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(cond
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((FLOAT<= bmax *epsilon*)
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(cond ((FLOAT< (matrix-ref a (+ m 1) 0) (FLOAT- *epsilon*))
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(set! pass2? #f))
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((FLOAT<= (matrix-ref a (+ m 1) 0) *epsilon*)
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(let loop ((ip1 m12))
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(if (<= ip1 m)
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(cond ((= (vector-ref iposv (- ip1 1)) (+ ip n -1))
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(simp1 ip1 #t)
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(cond ((FLOATpositive? bmax)
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(set! ip ip1)
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(set! one? #t))
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(else
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(loop (+ ip1 1)))))
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(else
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(loop (+ ip1 1))))
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(do ((i (+ m1 1) (+ i 1))) ((>= i m12))
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(if (vector-ref l3 (- i (+ m1 1)))
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(do ((k 0 (+ k 1))) ((= k (+ n 1)))
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(matrix-set! a i k (FLOAT- (matrix-ref a i k)))))))))
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(else (simp2) (if (zero? ip) (set! pass2? #f) (set! one? #t)))))
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(else (simp2) (if (zero? ip) (set! pass2? #f) (set! one? #t))))
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(if one?
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(begin
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(set! one? #f)
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(simp3 #t)
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(cond
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((>= (vector-ref iposv (- ip 1)) (+ n m12 -1))
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(let loop ((k 0))
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(cond
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((and (< k nl1) (not (= kp (vector-ref l1 k))))
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(loop (+ k 1)))
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(else
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(set! nl1 (- nl1 1))
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(do ((is k (+ is 1))) ((>= is nl1))
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(vector-set! l1 is (vector-ref l1 (+ is 1))))
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(matrix-set! a (+ m 1) kp (FLOAT+ (matrix-ref a (+ m 1) kp) 1.0))
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(do ((i 0 (+ i 1))) ((= i (+ m 2)))
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(matrix-set! a i kp (FLOAT- (matrix-ref a i kp))))))))
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((and (>= (vector-ref iposv (- ip 1)) (+ n m1))
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(vector-ref l3 (- (vector-ref iposv (- ip 1)) (+ m1 n))))
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(vector-set! l3 (- (vector-ref iposv (- ip 1)) (+ m1 n)) #f)
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(matrix-set! a (+ m 1) kp (FLOAT+ (matrix-ref a (+ m 1) kp) 1.0))
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(do ((i 0 (+ i 1))) ((= i (+ m 2)))
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(matrix-set! a i kp (FLOAT- (matrix-ref a i kp))))))
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(let ((t (vector-ref izrov (- kp 1))))
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(vector-set! izrov (- kp 1) (vector-ref iposv (- ip 1)))
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(vector-set! iposv (- ip 1) t))
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(loop))))))
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(and pass2?
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(let loop ()
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(simp1 0 #f)
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(cond
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((FLOATpositive? bmax)
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(simp2)
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(cond ((zero? ip) #t)
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(else (simp3 #f)
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(let ((t (vector-ref izrov (- kp 1))))
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(vector-set! izrov (- kp 1) (vector-ref iposv (- ip 1)))
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(vector-set! iposv (- ip 1) t))
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(loop))))
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(else (list iposv izrov)))))))
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(define (test)
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(simplex (vector (FLOATvector 0.0 1.0 1.0 3.0 -0.5)
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(FLOATvector 740.0 -1.0 0.0 -2.0 0.0)
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(FLOATvector 0.0 0.0 -2.0 0.0 7.0)
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(FLOATvector 0.5 0.0 -1.0 1.0 -2.0)
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(FLOATvector 9.0 -1.0 -1.0 -1.0 -1.0)
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(FLOATvector 0.0 0.0 0.0 0.0 0.0))
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2 1 1))
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(define (main . args)
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(run-benchmark
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"simplex"
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simplex-iters
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(lambda (result) (equal? result '(#(4 1 3 2) #(0 5 7 6))))
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(lambda () (lambda () (test)))))
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