author | obua |
Mon, 09 Jul 2007 17:39:55 +0200 | |
changeset 23665 | 825bea0266db |
parent 23261 | 85f27f79232f |
child 23883 | 7d5aa704454e |
permissions | -rw-r--r-- |
16784 | 1 |
(* Title: HOL/Matrix/cplex/FloatSparseMatrixBuilder.ML |
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ID: $Id$ |
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Author: Steven Obua |
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*) |
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signature FLOAT_SPARSE_MATIRX_BUILDER = |
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sig |
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include MATRIX_BUILDER |
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structure cplex : CPLEX |
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type float = Float.float |
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val approx_value : int -> (float -> float) -> string -> term * term |
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val approx_vector : int -> (float -> float) -> vector -> term * term |
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val approx_matrix : int -> (float -> float) -> matrix -> term * term |
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val mk_spvec_entry : integer -> float -> term |
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val mk_spmat_entry : integer -> term -> term |
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val spvecT: typ |
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val spmatT: typ |
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val v_elem_at : vector -> int -> string option |
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val m_elem_at : matrix -> int -> vector option |
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val v_only_elem : vector -> int option |
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val v_fold : (int * string -> 'a -> 'a) -> vector -> 'a -> 'a |
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val m_fold : (int * vector -> 'a -> 'a) -> matrix -> 'a -> 'a |
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val transpose_matrix : matrix -> matrix |
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val cut_vector : int -> vector -> vector |
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val cut_matrix : vector -> int option -> matrix -> matrix |
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(* cplexProg c A b *) |
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val cplexProg : vector -> matrix -> vector -> cplex.cplexProg * (string -> int) |
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(* dual_cplexProg c A b *) |
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val dual_cplexProg : vector -> matrix -> vector -> cplex.cplexProg * (string -> int) |
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end; |
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structure FloatSparseMatrixBuilder : FLOAT_SPARSE_MATIRX_BUILDER = |
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struct |
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type float = Float.float |
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structure Inttab = TableFun(type key = int val ord = rev_order o int_ord); |
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type vector = string Inttab.table |
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type matrix = vector Inttab.table |
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val spvec_elemT = HOLogic.mk_prodT (HOLogic.natT, HOLogic.realT); |
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val spvecT = HOLogic.listT spvec_elemT; |
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val spmat_elemT = HOLogic.mk_prodT (HOLogic.natT, spvecT); |
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val spmatT = HOLogic.listT spmat_elemT; |
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fun approx_value prec f = |
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FloatArith.approx_float prec (fn (x, y) => (f x, f y)); |
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fun mk_spvec_entry i f = |
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HOLogic.mk_prod (HOLogic.mk_number HOLogic.natT i, FloatArith.mk_float f); |
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fun mk_spmat_entry i e = |
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HOLogic.mk_prod (HOLogic.mk_number HOLogic.natT i, e); |
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fun approx_vector prec pprt vector = |
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let |
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fun app (index, s) (lower, upper) = |
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let |
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val (flower, fupper) = approx_value prec pprt s |
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val index = HOLogic.mk_number HOLogic.natT (Integer.int index) |
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val elower = HOLogic.mk_prod (index, flower) |
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val eupper = HOLogic.mk_prod (index, fupper) |
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in (elower :: lower, eupper :: upper) end; |
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in |
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23665
825bea0266db
adopted to new computing oracle and fixed bugs introduced by tuning
obua
parents:
23261
diff
changeset
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pairself (HOLogic.mk_list spvec_elemT) (Inttab.fold app vector ([], [])) |
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end; |
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fun approx_matrix prec pprt vector = |
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let |
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fun app (index, v) (lower, upper) = |
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let |
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val (flower, fupper) = approx_vector prec pprt v |
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val index = HOLogic.mk_number HOLogic.natT (Integer.int index) |
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val elower = HOLogic.mk_prod (index, flower) |
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val eupper = HOLogic.mk_prod (index, fupper) |
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in (elower :: lower, eupper :: upper) end; |
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in |
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23665
825bea0266db
adopted to new computing oracle and fixed bugs introduced by tuning
obua
parents:
23261
diff
changeset
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pairself (HOLogic.mk_list spmat_elemT) (Inttab.fold app vector ([], [])) |
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end; |
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exception Nat_expected of int; |
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val zero_interval = approx_value 1 I "0" |
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fun set_elem vector index str = |
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if index < 0 then |
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raise (Nat_expected index) |
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else if (approx_value 1 I str) = zero_interval then |
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vector |
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else |
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Inttab.update (index, str) vector |
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fun set_vector matrix index vector = |
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if index < 0 then |
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raise (Nat_expected index) |
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else if Inttab.is_empty vector then |
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matrix |
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else |
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Inttab.update (index, vector) matrix |
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val empty_matrix = Inttab.empty |
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val empty_vector = Inttab.empty |
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(* dual stuff *) |
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structure cplex = Cplex |
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fun transpose_matrix matrix = |
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let |
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fun upd j (i, s) = |
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Inttab.map_default (i, Inttab.empty) (Inttab.update (j, s)); |
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fun updm (j, v) = Inttab.fold (upd j) v; |
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in Inttab.fold updm matrix empty_matrix end; |
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exception No_name of string; |
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exception Superfluous_constr_right_hand_sides |
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fun cplexProg c A b = |
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let |
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val ytable = ref Inttab.empty |
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fun indexof s = |
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if String.size s = 0 then raise (No_name s) |
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else case Int.fromString (String.extract(s, 1, NONE)) of |
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SOME i => i | NONE => raise (No_name s) |
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fun nameof i = |
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let |
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val s = "x"^(Int.toString i) |
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val _ = change ytable (Inttab.update (i, s)) |
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in |
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s |
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end |
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fun split_numstr s = |
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if String.isPrefix "-" s then (false,String.extract(s, 1, NONE)) |
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else if String.isPrefix "+" s then (true, String.extract(s, 1, NONE)) |
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else (true, s) |
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fun mk_term index s = |
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let |
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val (p, s) = split_numstr s |
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val prod = cplex.cplexProd (cplex.cplexNum s, cplex.cplexVar (nameof index)) |
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in |
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if p then prod else cplex.cplexNeg prod |
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end |
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fun vec2sum vector = |
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cplex.cplexSum (Inttab.fold (fn (index, s) => fn list => (mk_term index s) :: list) vector []) |
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fun mk_constr index vector c = |
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let |
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val s = case Inttab.lookup c index of SOME s => s | NONE => "0" |
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val (p, s) = split_numstr s |
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val num = if p then cplex.cplexNum s else cplex.cplexNeg (cplex.cplexNum s) |
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in |
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(NONE, cplex.cplexConstr (cplex.cplexLeq, (vec2sum vector, num))) |
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end |
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fun delete index c = Inttab.delete index c handle Inttab.UNDEF _ => c |
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val (list, b) = Inttab.fold |
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(fn (index, v) => fn (list, c) => ((mk_constr index v c)::list, delete index c)) |
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A ([], b) |
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val _ = if Inttab.is_empty b then () else raise Superfluous_constr_right_hand_sides |
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fun mk_free y = cplex.cplexBounds (cplex.cplexNeg cplex.cplexInf, cplex.cplexLeq, |
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cplex.cplexVar y, cplex.cplexLeq, |
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cplex.cplexInf) |
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val yvars = Inttab.fold (fn (i, y) => fn l => (mk_free y)::l) (!ytable) [] |
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val prog = cplex.cplexProg ("original", cplex.cplexMaximize (vec2sum c), list, yvars) |
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in |
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(prog, indexof) |
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end |
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fun dual_cplexProg c A b = |
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let |
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fun indexof s = |
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if String.size s = 0 then raise (No_name s) |
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else case Int.fromString (String.extract(s, 1, NONE)) of |
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SOME i => i | NONE => raise (No_name s) |
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fun nameof i = "y"^(Int.toString i) |
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fun split_numstr s = |
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if String.isPrefix "-" s then (false,String.extract(s, 1, NONE)) |
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else if String.isPrefix "+" s then (true, String.extract(s, 1, NONE)) |
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else (true, s) |
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fun mk_term index s = |
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let |
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val (p, s) = split_numstr s |
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val prod = cplex.cplexProd (cplex.cplexNum s, cplex.cplexVar (nameof index)) |
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in |
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if p then prod else cplex.cplexNeg prod |
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end |
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fun vec2sum vector = |
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cplex.cplexSum (Inttab.fold (fn (index, s) => fn list => (mk_term index s)::list) vector []) |
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fun mk_constr index vector c = |
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let |
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val s = case Inttab.lookup c index of SOME s => s | NONE => "0" |
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val (p, s) = split_numstr s |
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val num = if p then cplex.cplexNum s else cplex.cplexNeg (cplex.cplexNum s) |
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in |
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(NONE, cplex.cplexConstr (cplex.cplexEq, (vec2sum vector, num))) |
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end |
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fun delete index c = Inttab.delete index c handle Inttab.UNDEF _ => c |
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val (list, c) = Inttab.fold |
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(fn (index, v) => fn (list, c) => ((mk_constr index v c)::list, delete index c)) |
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(transpose_matrix A) ([], c) |
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val _ = if Inttab.is_empty c then () else raise Superfluous_constr_right_hand_sides |
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val prog = cplex.cplexProg ("dual", cplex.cplexMinimize (vec2sum b), list, []) |
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in |
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(prog, indexof) |
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end |
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fun cut_vector size v = |
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let |
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val count = ref 0; |
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fun app (i, s) = if (!count < size) then |
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(count := !count +1 ; Inttab.update (i, s)) |
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else I |
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in |
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Inttab.fold app v empty_vector |
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end |
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fun cut_matrix vfilter vsize m = |
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let |
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fun app (i, v) = |
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if is_none (Inttab.lookup vfilter i) then I |
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else case vsize |
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of NONE => Inttab.update (i, v) |
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| SOME s => Inttab.update (i, cut_vector s v) |
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in Inttab.fold app m empty_matrix end |
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fun v_elem_at v i = Inttab.lookup v i |
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fun m_elem_at m i = Inttab.lookup m i |
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fun v_only_elem v = |
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case Inttab.min_key v of |
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NONE => NONE |
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| SOME vmin => (case Inttab.max_key v of |
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NONE => SOME vmin |
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| SOME vmax => if vmin = vmax then SOME vmin else NONE) |
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fun v_fold f = Inttab.fold f; |
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fun m_fold f = Inttab.fold f; |
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end; |