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fe4da5cc | 1 | * |
2 | * $Id$ | |
3 | * | |
4 | * $Log$ | |
5 | * Revision 1.1.1.1 1996/04/01 15:02:49 mclareni | |
6 | * Mathlib gen | |
7 | * | |
8 | * | |
9 | #include "gen/pilot.h" | |
10 | #if defined(CERNLIB_DOUBLE) | |
11 | SUBROUTINE DSMPLX(A,B,C,Z0,IDA,M,M1,N,N1,LW,IDW,W,X,Z,ITYPE) | |
12 | #endif | |
13 | #if !defined(CERNLIB_DOUBLE) | |
14 | SUBROUTINE RSMPLX(A,B,C,Z0,IDA,M,M1,N,N1,LW,IDW,W,X,Z,ITYPE) | |
15 | #endif | |
16 | #include "gen/imp64.inc" | |
17 | ||
18 | LOGICAL L1,L2,L3 | |
19 | CHARACTER NAME*(*) | |
20 | CHARACTER*80 ERRTXT | |
21 | #if defined(CERNLIB_DOUBLE) | |
22 | PARAMETER (NAME = 'DSMPLX') | |
23 | #endif | |
24 | #if !defined(CERNLIB_DOUBLE) | |
25 | PARAMETER (NAME = 'RSMPLX') | |
26 | #endif | |
27 | PARAMETER (R10 = 10, IE0 = 15) | |
28 | ||
29 | DIMENSION A(IDA,*),B(*),C(*),W(*),X(*),LW(IDW,*) | |
30 | ||
31 | IF(M .LE. 0 .OR. N .LE. 0) THEN | |
32 | WRITE(ERRTXT,101) M,N | |
33 | CALL MTLPRT(NAME,'H101.1',ERRTXT) | |
34 | RETURN | |
35 | ENDIF | |
36 | IF(.NOT.(0 .LE. M1 .AND. M1 .LE. M .AND. | |
37 | 1 0 .LE. N1 .AND. N1 .LE. N)) THEN | |
38 | WRITE(ERRTXT,102) M,N,M1,N1 | |
39 | CALL MTLPRT(NAME,'H101.2',ERRTXT) | |
40 | RETURN | |
41 | ENDIF | |
42 | ||
43 | EPS=0 | |
44 | DO 5 I = 1,M | |
45 | DO 5 K = 1,N | |
46 | 5 EPS=EPS+ABS(A(I,K)) | |
47 | EPSL=LOG10(2*EPS/(M*N)) | |
48 | IEXP=INT(EPSL)-IE0 | |
49 | IF(EPSL .LT. 0) IEXP=IEXP-1 | |
50 | EPS=R10**IEXP | |
51 | ||
52 | Z=Z0 | |
53 | DO 10 I = 1,M | |
54 | LW(I,1)=0 | |
55 | IF(I .GT. M1) LW(I,1)=1 | |
56 | 10 LW(I,4)=I | |
57 | DO 11 K = 1,N | |
58 | LW(K,2)=0 | |
59 | IF(K .GT. N1) LW(K,2)=-1 | |
60 | LW(K,5)=M+K | |
61 | 11 LW(K,3)=0 | |
62 | ||
63 | C LW(I,1), LW(K,2) = 0 x >= 0 | |
64 | C LW(I,1), LW(K,2) = -1 x = 0 | |
65 | C LW(I,1), LW(K,2) = 1 x unrestricted | |
66 | C LW(I,1), LW(K,2) = 2 x linearly independent, no influence | |
67 | C LW(I,1) = -2 x unrestricted, cannot be eliminated | |
68 | ||
69 | C Elimination of the equality constraints from the basis | |
70 | ||
71 | IF(N1 .NE. N) THEN | |
72 | 55 KP=0 | |
73 | DO 60 K = 1,N | |
74 | IF(LW(K,2) .EQ. -1) KP=K | |
75 | 60 CONTINUE | |
76 | ||
77 | C If KP = 0, no more equality constraints in the basis | |
78 | ||
79 | IF(KP .NE. 0) THEN | |
80 | DMAX=0 | |
81 | DO 61 I = 1, M | |
82 | IF(LW(I,1) .NE. -1) THEN | |
83 | DMAX=MAX(ABS(A(I,KP)),DMAX) | |
84 | IF(ABS(A(I,KP)) .EQ. DMAX) IP=I | |
85 | ENDIF | |
86 | 61 CONTINUE | |
87 | IF(DMAX .LT. EPS) DMAX=0 | |
88 | IF(DMAX .EQ. 0) THEN | |
89 | IF(ABS(C(KP)) .LT. EPS) C(KP)=0 | |
90 | IF(C(KP) .EQ. 0) THEN | |
91 | LW(KP,2)=1 | |
92 | GO TO 55 | |
93 | ENDIF | |
94 | ITYPE=4 | |
95 | GO TO 9 | |
96 | ELSE | |
97 | ||
98 | C Homogeneous part of at least 2 equ. is linearly dependent | |
99 | C Inhomogeneous part is contradictory. | |
100 | ||
101 | CALL H101S1(A,B,C,Z,M,N,IDA,IP,KP,LW,IDW,EPS) | |
102 | LW(KP,2)=LW(IP,1) | |
103 | LW(IP,1)=-1 | |
104 | GO TO 55 | |
105 | ENDIF | |
106 | ENDIF | |
107 | ||
108 | C Non-basic variables only equation variables? | |
109 | ||
110 | IND=0 | |
111 | DO 81 I = 1,M | |
112 | IF(LW(I,1) .NE. -1) IND=IND+1 | |
113 | 81 CONTINUE | |
114 | ||
115 | C If non-basic variables only equation variables, | |
116 | C is constraint violated? | |
117 | ||
118 | IF(IND .EQ. 0) THEN | |
119 | DMIN=0 | |
120 | DO 85 K = 1, N | |
121 | IF(LW(K,2) .NE. 1) THEN | |
122 | IF(ABS(C(K)) .LT. EPS) C(K)=0 | |
123 | DMIN=MIN(C(K),DMIN) | |
124 | ENDIF | |
125 | 85 CONTINUE | |
126 | ITYPE=1 | |
127 | IF(DMIN .LT. 0) ITYPE=4 | |
128 | GO TO 9 | |
129 | ENDIF | |
130 | ENDIF | |
131 | ||
132 | C Eliminate unrestricted variables | |
133 | ||
134 | IF(M1 .EQ. M) GO TO 200 | |
135 | 111 IP=0 | |
136 | DO 105 I = 1,M | |
137 | IF(LW(I,1) .EQ. 1) IP=I | |
138 | 105 CONTINUE | |
139 | IF(IP .EQ. 0) GO TO 200 | |
140 | ||
141 | C If there are no free variables, or if they have been | |
142 | C exchanged with equations, go to 200. | |
143 | C Present tableau represents feasable initial solution? | |
144 | ||
145 | DMAX=0 | |
146 | DMIN=0 | |
147 | DO 110 K = 1, N | |
148 | IF(LW(K,2) .NE. 1) THEN | |
149 | IF(ABS(C(K)) .LT. EPS) C(K)=0 | |
150 | DMIN=MIN(C(K),DMIN) | |
151 | DMAX=MAX(C(K),DMAX) | |
152 | ENDIF | |
153 | 110 CONTINUE | |
154 | IND=0 | |
155 | IF(DMIN .GE. 0) IND=1 | |
156 | Q=DMAX | |
157 | ||
158 | C If tableau represents an initial solution (IND = 1), | |
159 | C elimination of remaining unrestricted variables. | |
160 | ||
161 | DMAX=0 | |
162 | DMIN=0 | |
163 | DO 112 K = 1, N | |
164 | IF(LW(K,2) .NE. 1) THEN | |
165 | IF(ABS(A(IP,K)) .LT. EPS) A(IP,K)=0 | |
166 | DMAX=MAX(A(IP,K),DMAX) | |
167 | IF(DMAX .EQ. A(IP,K)) KPMAX=K | |
168 | DMIN=MIN(A(IP,K),DMIN) | |
169 | IF(DMIN .EQ. A(IP,K)) KPMIN=K | |
170 | ENDIF | |
171 | 112 CONTINUE | |
172 | IF(DMAX .NE. 0 .OR. DMIN .NE. 0) THEN | |
173 | IF(IND .NE. 0) THEN | |
174 | IF(ABS(B(IP)) .LT. EPS) B(IP)=0 | |
175 | IF(B(IP) .LT. 0 .AND. DMAX .GT. 0) THEN | |
176 | Q=Q/DMAX | |
177 | DO 150 K = 1,N | |
178 | IF(LW(K,2) .NE. 1 .AND. A(IP,K) .GT. 0) THEN | |
179 | QQ=C(K)/A(IP,K) | |
180 | Q=MIN(QQ,Q) | |
181 | IF(Q .EQ. QQ) KP=K | |
182 | ENDIF | |
183 | 150 CONTINUE | |
184 | ELSEIF(B(IP) .GT. 0 .AND. DMIN .LT. 0) THEN | |
185 | Q=Q/DMIN | |
186 | DO 170 K = 1,N | |
187 | IF(LW(K,2) .NE. 1 .AND. A(IP,K) .LT. 0) THEN | |
188 | QQ=C(K)/A(IP,K) | |
189 | Q=MAX(QQ,Q) | |
190 | IF(Q .EQ. QQ) KP=K | |
191 | ENDIF | |
192 | 170 CONTINUE | |
193 | ELSEIF(B(IP) .EQ. 0) THEN | |
194 | Q=Q/MAX(DMAX,ABS(DMIN)) | |
195 | DO 190 K = 1,N | |
196 | IF(LW(K,2) .NE. 1 .AND. A(IP,K) .NE. 0) THEN | |
197 | QQ=ABS(C(K)/A(IP,K)) | |
198 | Q=MIN(QQ,Q) | |
199 | IF(Q .EQ. QQ) KP=K | |
200 | ENDIF | |
201 | 190 CONTINUE | |
202 | ENDIF | |
203 | ELSE | |
204 | KP=KPMAX | |
205 | IF(DMAX .LT. ABS(DMIN)) KP=KPMIN | |
206 | ENDIF | |
207 | CALL H101S1(A,B,C,Z,M,N,IDA,IP,KP,LW,IDW,EPS) | |
208 | LW(KP,2)=1 | |
209 | LW(IP,1)=0 | |
210 | ELSE | |
211 | ||
212 | C If all pivot elements for free variable = 0, it has to | |
213 | C remain out of the basis (LW(.,1) = -2). | |
214 | ||
215 | LW(IP,1)=-2 | |
216 | ENDIF | |
217 | GO TO 111 | |
218 | ||
219 | C Feasable initial solution by mutiphase method. | |
220 | ||
221 | 200 IF(M1 .EQ. M .AND. N1 .EQ. N) GO TO 250 | |
222 | KP=0 | |
223 | DO 201 K = 1,N | |
224 | IF(LW(K,2) .EQ. 0) KP=KP+1 | |
225 | 201 CONTINUE | |
226 | IF(KP .EQ. 0) THEN | |
227 | IP=0 | |
228 | DO 202 I = 1,M | |
229 | IF(LW(I,1) .NE. -1) IP=IP+1 | |
230 | 202 CONTINUE | |
231 | IF(IP .EQ. 0) THEN | |
232 | ITYPE=1 | |
233 | GO TO 9 | |
234 | ENDIF | |
235 | ||
236 | L1=.FALSE. | |
237 | L2=.FALSE. | |
238 | L3=.FALSE. | |
239 | DO 206 I = 1,M | |
240 | IF(LW(I,1) .NE. -1) THEN | |
241 | IF(ABS(B(I)) .LT. EPS) B(I)=0 | |
242 | L1=LW(I,1) .EQ. 0 .AND. B(I) .GT. 0 | |
243 | L2=LW(I,1) .EQ. 0 .AND. B(I) .EQ. 0 | |
244 | L3=LW(I,1) .EQ. 0 .AND. B(I) .LT. 0 | |
245 | L2=LW(I,1) .EQ. -2 .AND. B(I) .EQ. 0 | |
246 | L3=LW(I,1) .EQ. -2 .AND. B(I) .NE. 0 | |
247 | ENDIF | |
248 | 206 CONTINUE | |
249 | IF(L1) ITYPE=1 | |
250 | IF(L2) ITYPE=2 | |
251 | IF(L3) ITYPE=3 | |
252 | GO TO 9 | |
253 | ENDIF | |
254 | ||
255 | C Only unrestricted variables in the basis, | |
256 | C hence final tableau obtained. | |
257 | ||
258 | IP=0 | |
259 | DO 211 I = 1,M | |
260 | IF(LW(I,1) .EQ. 0) IP=IP+1 | |
261 | 211 CONTINUE | |
262 | IF(IP .NE. 0) GO TO 250 | |
263 | DMIN=0 | |
264 | DO 212 K = 1,N | |
265 | IF(LW(K,2) .NE. 1) THEN | |
266 | IF(ABS(C(K)) .LT. EPS) C(K)=0 | |
267 | DMIN=MIN(C(K),DMIN) | |
268 | ENDIF | |
269 | 212 CONTINUE | |
270 | IF(DMIN .LT. 0) THEN | |
271 | ITYPE=4 | |
272 | GO TO 9 | |
273 | ENDIF | |
274 | ||
275 | IP=0 | |
276 | DO 216 I = 1,M | |
277 | IF(LW(I,1) .EQ. -2) IP=IP+1 | |
278 | 216 CONTINUE | |
279 | IF(IP .EQ. 0) THEN | |
280 | ITYPE=1 | |
281 | GO TO 9 | |
282 | ENDIF | |
283 | ||
284 | L2=.FALSE. | |
285 | L3=.FALSE. | |
286 | DO 225 I = 1,M | |
287 | IF(LW(I,1) .NE. -1) THEN | |
288 | IF(ABS(B(I)) .LT. EPS) B(I)=0 | |
289 | L2=B(I) .EQ. 0 | |
290 | L3=.NOT.L2 | |
291 | ENDIF | |
292 | 225 CONTINUE | |
293 | IF(L2) ITYPE=2 | |
294 | IF(L3) ITYPE=3 | |
295 | GO TO 9 | |
296 | ||
297 | C Variables out of the basis either unrestricted or 0, | |
298 | C they cannot be exchanged, hence final tableau obtained. | |
299 | C | |
300 | C Tableau representing initial solution? | |
301 | ||
302 | 250 DMIN=0 | |
303 | DO 255 K = 1,N | |
304 | IF(LW(K,2) .NE. 1) THEN | |
305 | IF(ABS(C(K)) .LT. EPS) C(K)=0 | |
306 | DMIN=MIN(C(K),DMIN) | |
307 | IF(C(K) .EQ. DMIN) KK=K | |
308 | ENDIF | |
309 | 255 CONTINUE | |
310 | ||
311 | C All C(K) for constraints X >= 0, hence initial solution found. | |
312 | C Otherwise column with index KK new objective function. | |
313 | ||
314 | IF(DMIN .LT. 0) THEN | |
315 | 270 DMIN=0 | |
316 | DO 300 I = 1,M | |
317 | IF(LW(I,1) .EQ. 0) THEN | |
318 | IF(ABS(A(I,KK)) .LT. EPS) A(I,KK)=0 | |
319 | DMIN=MIN(A(I,KK),DMIN) | |
320 | IF(A(I,KK) .EQ. DMIN) IP=I | |
321 | ENDIF | |
322 | 300 CONTINUE | |
323 | IF(DMIN .GE. 0) THEN | |
324 | ITYPE=4 | |
325 | GO TO 9 | |
326 | ENDIF | |
327 | ||
328 | CALL H101S2(A,B,C,M,N,IDA,IP,KP,KK,LW,IDW,W,X,EPS,0) | |
329 | IF(KP .EQ. 0) KP=KK | |
330 | CALL H101S1(A,B,C,Z,M,N,IDA,IP,KP,LW,IDW,EPS) | |
331 | ||
332 | IF(ABS(C(KK)) .LT. EPS) C(KK)=0 | |
333 | IF(C(KK) .LT. 0) GO TO 270 | |
334 | GO TO 250 | |
335 | ENDIF | |
336 | ||
337 | C Initial solution found, hence algorithm may stop. | |
338 | C Maximum obtained? | |
339 | ||
340 | 500 KASE=0 | |
341 | DO 510 I = 1,M | |
342 | IF(LW(I,1) .EQ. -2) THEN | |
343 | IF(ABS(B(I)) .LT. EPS) B(I)=0 | |
344 | IF(B(I) .NE. 0) THEN | |
345 | ITYPE=3 | |
346 | GO TO 9 | |
347 | ENDIF | |
348 | KASE=1 | |
349 | ENDIF | |
350 | 510 CONTINUE | |
351 | ||
352 | C KASE = 1: There is a free variable out of the basis | |
353 | C which does not influence the maximum (ITYPE = 2). | |
354 | C Take out negative B(I). | |
355 | ||
356 | IP=0 | |
357 | DO 555 I = 1,M | |
358 | IF(LW(I,1) .EQ. 0) THEN | |
359 | IF(ABS(B(I)) .LT. EPS) B(I)=0 | |
360 | IF(B(I) .LT. 0) IP=I | |
361 | ENDIF | |
362 | 555 CONTINUE | |
363 | ||
364 | C All B(I) non-negative, hence final tableau obtained | |
365 | C Solution unique? | |
366 | ||
367 | IF(IP .NE. 0) THEN | |
368 | CALL H101S2(A,B,C,M,N,IDA,IP,KP,0,LW,IDW,W,X,EPS,0) | |
369 | IF(KP .EQ. 0) THEN | |
370 | ITYPE=3 | |
371 | GO TO 9 | |
372 | ENDIF | |
373 | CALL H101S1(A,B,C,Z,M,N,IDA,IP,KP,LW,IDW,EPS) | |
374 | GO TO 500 | |
375 | ENDIF | |
376 | ||
377 | IF(KASE .NE. 0) THEN | |
378 | ITYPE=2 | |
379 | GO TO 9 | |
380 | ENDIF | |
381 | IND=0 | |
382 | DO 562 K = 1,N | |
383 | IF(LW(K,2) .EQ. 0) THEN | |
384 | IF(ABS(C(K)) .LT. EPS) C(K)=0 | |
385 | IF(C(K) .EQ. 0) THEN | |
386 | IND=IND+1 | |
387 | LW(K,2)=2 | |
388 | ENDIF | |
389 | ENDIF | |
390 | 562 CONTINUE | |
391 | KASE=IND | |
392 | IND=0 | |
393 | DO 565 I = 1,M | |
394 | IF(LW(I,1) .EQ. 0) THEN | |
395 | IF(ABS(B(I)) .LT. EPS) B(I)=0 | |
396 | IF(B(I) .EQ. 0) THEN | |
397 | IND=IND+1 | |
398 | LW(I,1)=2 | |
399 | ENDIF | |
400 | ENDIF | |
401 | 565 CONTINUE | |
402 | IF(IND .EQ. 0) THEN | |
403 | ITYPE=1 | |
404 | GO TO 9 | |
405 | ELSEIF(KASE .EQ. 0) THEN | |
406 | ITYPE=2 | |
407 | GO TO 9 | |
408 | ENDIF | |
409 | ||
410 | C Some C(K) = 0 and some B(I) = 0 in the final tableau. | |
411 | C Solution unique? | |
412 | ||
413 | 575 DO 577 I = 1,M | |
414 | IF(LW(I,1) .EQ. 2) THEN | |
415 | DMAX=0 | |
416 | DO 576 K = 1, N | |
417 | IF(LW(K,2) .EQ. 2) THEN | |
418 | IF(ABS(A(I,K)) .LT. EPS) A(I,K)=0 | |
419 | DMAX=MAX(A(I,K),DMAX) | |
420 | ENDIF | |
421 | 576 CONTINUE | |
422 | IF(DMAX .LE. 0) THEN | |
423 | ITYPE=2 | |
424 | GO TO 9 | |
425 | ENDIF | |
426 | ENDIF | |
427 | 577 CONTINUE | |
428 | DO 581 K = 1,N | |
429 | IF(LW(K,2) .EQ. 2) THEN | |
430 | DMIN=1 | |
431 | DO 578 I = 1,M | |
432 | IF(LW(I,1) .EQ. 2) DMIN=MIN(A(I,K),DMIN) | |
433 | 578 CONTINUE | |
434 | IF(DMIN .GT. 0) THEN | |
435 | ITYPE=1 | |
436 | GO TO 9 | |
437 | ELSEIF(DMIN .EQ. 0) THEN | |
438 | DO 580 I = 1, M | |
439 | IF(LW(I,1) .EQ. 2 .AND. A(I,K) .GT. 0) LW(I,1)=-2 | |
440 | 580 CONTINUE | |
441 | LW(K,2)=1 | |
442 | ENDIF | |
443 | ENDIF | |
444 | 581 CONTINUE | |
445 | NC=0 | |
446 | DO 582 K = 1,N | |
447 | IF(LW(K,2) .EQ. 2) NC=NC+1 | |
448 | 582 CONTINUE | |
449 | NR=0 | |
450 | DO 583 I = 1,M | |
451 | IF(LW(I,1) .EQ. 2) THEN | |
452 | NR=NR+1 | |
453 | IP=I | |
454 | ENDIF | |
455 | 583 CONTINUE | |
456 | IF(NR .EQ. 0 .OR. NC .EQ. 0) THEN | |
457 | ITYPE=1 | |
458 | GO TO 9 | |
459 | ENDIF | |
460 | ||
461 | CALL H101S2(A,B,C,M,N,IDA,IP,KP,0,LW,IDW,W,X,EPS,2) | |
462 | ||
463 | IF(KP .EQ. 0) THEN | |
464 | ITYPE=2 | |
465 | GO TO 9 | |
466 | ENDIF | |
467 | ||
468 | CALL H101S1(A,B,C,Z,M,N,IDA,IP,KP,LW,IDW,EPS) | |
469 | GO TO 575 | |
470 | ||
471 | 9 DO 1 I = 1,M | |
472 | 1 X(LW(I,4))=0 | |
473 | DO 2 K = 1,N | |
474 | 2 X(LW(K,5))=C(K) | |
475 | RETURN | |
476 | 101 FORMAT('M = ',I4,' OR N = ',I4,' ILLEGAL') | |
477 | 102 FORMAT('M = ',I4,', N = ',I4,': M1 = ',I4,' OR N1 = ',I4, | |
478 | 1 ' ILLEGAL') | |
479 | END |