Matlab Random Number with Condition [duplicate] - matlab

This question already has answers here:
Random numbers that add to 100: Matlab
(4 answers)
Closed 7 years ago.
I am looking how to pick 10 positive non-zero elements in 1x10 array randomly whose sum is 1
Example :
A=[0.0973 0.1071 0.0983 0.0933 0.1110 0.0942 0.1062 0.0970 0.0981 0.0974]
Note: If we sum the elements in above matrix it will be 1. I need matlab to generate a matrix like this randomly

Try using Roger's fex submission: http://www.mathworks.com/matlabcentral/fileexchange/9700-random-vectors-with-fixed-sum
Here is a copy of the content of the file (in case the link dies).
All the credit obviously goes to the original poster Roger Stafford:
function [x,v] = randfixedsum(n,m,s,a,b)
% [x,v] = randfixedsum(n,m,s,a,b)
%
% This generates an n by m array x, each of whose m columns
% contains n random values lying in the interval [a,b], but
% subject to the condition that their sum be equal to s. The
% scalar value s must accordingly satisfy n*a <= s <= n*b. The
% distribution of values is uniform in the sense that it has the
% conditional probability distribution of a uniform distribution
% over the whole n-cube, given that the sum of the x's is s.
%
% The scalar v, if requested, returns with the total
% n-1 dimensional volume (content) of the subset satisfying
% this condition. Consequently if v, considered as a function
% of s and divided by sqrt(n), is integrated with respect to s
% from s = a to s = b, the result would necessarily be the
% n-dimensional volume of the whole cube, namely (b-a)^n.
%
% This algorithm does no "rejecting" on the sets of x's it
% obtains. It is designed to generate only those that satisfy all
% the above conditions and to do so with a uniform distribution.
% It accomplishes this by decomposing the space of all possible x
% sets (columns) into n-1 dimensional simplexes. (Line segments,
% triangles, and tetrahedra, are one-, two-, and three-dimensional
% examples of simplexes, respectively.) It makes use of three
% different sets of 'rand' variables, one to locate values
% uniformly within each type of simplex, another to randomly
% select representatives of each different type of simplex in
% proportion to their volume, and a third to perform random
% permutations to provide an even distribution of simplex choices
% among like types. For example, with n equal to 3 and s set at,
% say, 40% of the way from a towards b, there will be 2 different
% types of simplex, in this case triangles, each with its own
% area, and 6 different versions of each from permutations, for
% a total of 12 triangles, and these all fit together to form a
% particular planar non-regular hexagon in 3 dimensions, with v
% returned set equal to the hexagon's area.
%
% Roger Stafford - Jan. 19, 2006
% Check the arguments.
if (m~=round(m))|(n~=round(n))|(m<0)|(n<1)
error('n must be a whole number and m a non-negative integer.')
elseif (s<n*a)|(s>n*b)|(a>=b)
error('Inequalities n*a <= s <= n*b and a < b must hold.')
end
% Rescale to a unit cube: 0 <= x(i) <= 1
s = (s-n*a)/(b-a);
% Construct the transition probability table, t.
% t(i,j) will be utilized only in the region where j <= i + 1.
k = max(min(floor(s),n-1),0); % Must have 0 <= k <= n-1
s = max(min(s,k+1),k); % Must have k <= s <= k+1
s1 = s - [k:-1:k-n+1]; % s1 & s2 will never be negative
s2 = [k+n:-1:k+1] - s;
w = zeros(n,n+1); w(1,2) = realmax; % Scale for full 'double' range
t = zeros(n-1,n);
tiny = 2^(-1074); % The smallest positive matlab 'double' no.
for i = 2:n
tmp1 = w(i-1,2:i+1).*s1(1:i)/i;
tmp2 = w(i-1,1:i).*s2(n-i+1:n)/i;
w(i,2:i+1) = tmp1 + tmp2;
tmp3 = w(i,2:i+1) + tiny; % In case tmp1 & tmp2 are both 0,
tmp4 = (s2(n-i+1:n) > s1(1:i)); % then t is 0 on left & 1 on right
t(i-1,1:i) = (tmp2./tmp3).*tmp4 + (1-tmp1./tmp3).*(~tmp4);
end
% Derive the polytope volume v from the appropriate
% element in the bottom row of w.
v = n^(3/2)*(w(n,k+2)/realmax)*(b-a)^(n-1);
% Now compute the matrix x.
x = zeros(n,m);
if m == 0, return, end % If m is zero, quit with x = []
rt = rand(n-1,m); % For random selection of simplex type
rs = rand(n-1,m); % For random location within a simplex
s = repmat(s,1,m);
j = repmat(k+1,1,m); % For indexing in the t table
sm = zeros(1,m); pr = ones(1,m); % Start with sum zero & product 1
for i = n-1:-1:1 % Work backwards in the t table
e = (rt(n-i,:)<=t(i,j)); % Use rt to choose a transition
sx = rs(n-i,:).^(1/i); % Use rs to compute next simplex coord.
sm = sm + (1-sx).*pr.*s/(i+1); % Update sum
pr = sx.*pr; % Update product
x(n-i,:) = sm + pr.*e; % Calculate x using simplex coords.
s = s - e; j = j - e; % Transition adjustment
end
x(n,:) = sm + pr.*s; % Compute the last x
% Randomly permute the order in the columns of x and rescale.
rp = rand(n,m); % Use rp to carry out a matrix 'randperm'
[ig,p] = sort(rp); % The values placed in ig are ignored
x = (b-a)*x(p+repmat([0:n:n*(m-1)],n,1))+a; % Permute & rescale x
return

Related

Directional artifacts in MATLAB randn arrays?

I'm generating 3d fractal noise in MATLAB using a variety of methods. It's working relatively well, but I'm having an issue where I see vertical striping artifacts in my noise. This happens regardless of what data type or resolution I use.
Edit: I figured it out. The solution is posted as an answer below. Thanks everyone for your thoughts and guidance!
expo = 2^6;
dims = [expo,expo,expo];
beta = -4.5;
render = randnd(beta, dims); % Create volumetric fractal
render = render - min(render); % Set floor to zero
render = render ./ max(render); % Set ceiling to one
%render = imbinarize(render); % BW Threshold option
render = render .* 255; % For greyscale
slicer = 1; % Turn on image slicer/saver
i = 0; % Page counter
format = '.png';
imagename = '___testDump/slice';
imshow(render(:,:,1),[0 255]); %Single test image
if slicer == 1
for c = 1:length(render)
i = i+1;
pagenumber = num2str(i);
filename = [imagename, pagenumber, format];
imwrite(uint8(render(:,:,i)),filename)
end
end
function X = randnd(beta,varargin)
seed = 999;
rng(seed); % Set seed
%% X = randnd(beta,varargin)
% Based on similar functions by Jon Yearsley and Hristo Zhivomirov
% Written by Marcin Konowalczyk
% Timmel Group # Oxford University
%% Parse the input
narginchk(0,Inf); nargoutchk(0,1);
if nargin < 2 || isempty(beta); beta = 0; end % Default to white noise
assert(isnumeric(beta) && isequal(size(beta),[1 1]),'''beta'' must be a number');
assert(-6 <= beta && beta <= 6,'''beta'' out of range'); % Put on reasonable bounds
%% Generate N-dimensional white noise with 'randn'
X = randn(varargin{:});
if isempty(X); return; end; % Usually happens when size vector contains zeros
% Squeeze prevents an error if X has more than one leading singleton dimension
% This is a slight deviation from the pure functionality of 'randn'
X = squeeze(X);
% Return if white noise is requested
if beta == 0; return; end;
%% Generate corresponding N-dimensional matrix of multipliers
N = size(X);
% Create matrix of multipliers (M) of X in the frequency domain
M = [];
for j = 1:length(N)
n = N(j);
if (rem(n,2)~=0) % if n is odd
% Nyquist frequency bin does not show up in odd-numbered fft
k = ifftshift(-(n-1)/2:(n-1)/2);
else
k = ifftshift(-n/2:n/2-1);
end
% Spectral multipliers
m = (k.^2)';
if isempty(M);
M = m;
else
% Create the permutation vector
M_perm = circshift(1:length(size(M))+1,[0 1]);
% Permute a singleton dimension to the beginning of M
M = permute(M,M_perm);
% Add m along the first dimension of M
M = bsxfun(#plus,M,m);
end
end
% Reverse M to match X (since new dimensions were being added form the left)
M = permute(M,length(size(M)):-1:1);
assert(isequal(size(M),size(X)),'Bad programming error'); % This should never occur
% Shape the amplitude multipliers by beta/4 which corresponds to shaping the power by beta
M = M.^(beta/4);
% Set the DC component to zero
M(1,1) = 0;
%% Multiply X by M in frequency domain
Xstd = std(X(:));
Xmean = mean(X(:));
X = real(ifftn(fftn(X).*M));
% Force zero mean unity standard deviation
X = X - mean(X(:));
X = X./std(X(:));
% Restore the standard deviation and mean from before the spectral shaping.
% This ensures the random sample from randn is truly random. After all, if
% the mean was always exactly zero it would not be all that random.
X = X + Xmean;
X = X.*Xstd;
end
Here is my solution:
My "min/max" code (lines 6 and 7) was bad. I wanted to divide all values in the matrix by the single largest value in the matrix so that all values would be between 0 and 1. Because I used max() improperly, I was stepping through the max value of each column and using that as my divisor; thus the vertical stripes.
In the end this is what my code looks like. X is the 3 dimensional matrix:
minVal = min(X,[],'all'); % Get the lowest value in the entire matrix
X = X - minVal; % Set min value to zero
maxVal = max(X,[],'all'); % Get the highest value in the entire matrix
X = X ./ maxVal; % Set max value to one

Matlab rref() function precision error after 12th column of hilbert matrices

My question may be a simple one but I could not think of a logical explanation for my question:
When I use
rref(hilb(8)), rref(hilb(9)), rref(hilb(10)), rref(hilb(11))
it gives me the result that I expected, a unit matrix.
However when it comes to the
rref(hilb(12))
it does not give a nonsingular matrix as expected. I used Wolfram and it gives the unit matrix for the same case so I am sure that it should have given a unit matrix. There may be a round off error or something like that but then 1/11 or 1/7 have also some troublesome decimals
so why does Matlab behave like this when it comes to 12?
It indeed seems like a precision error. This makes sense as the determinant of Hilbert matrix of order n tends to 0 as n tends to infinity (see here). However, you can use rref with tol parameter:
[R,jb] = rref(A,tol)
and take tol to be very small to get more precise results. For example, rref(hilb(12),1e-20)
will give you identity matrix.
EDIT- more details regarding the role of the tol parameter.
The source code of rref is provided at the bottom of the answer. The tol is used when we search for a maximal element in absolute value in a certain part of a column, to find the pivot row.
% Find value and index of largest element in the remainder of column j.
[p,k] = max(abs(A(i:m,j))); k = k+i-1;
if (p <= tol)
% The column is negligible, zero it out.
A(i:m,j) = zeros(m-i+1,1);
j = j + 1;
If all the elements are smaller than tol in absolute value, the relevant part of the column is filled by zeros. This seems to be where the precision error for rref(hilb(12)) occurs. By reducing the tol we avoid this issue in rref(hilb(12),1e-20).
source code:
function [A,jb] = rref(A,tol)
%RREF Reduced row echelon form.
% R = RREF(A) produces the reduced row echelon form of A.
%
% [R,jb] = RREF(A) also returns a vector, jb, so that:
% r = length(jb) is this algorithm's idea of the rank of A,
% x(jb) are the bound variables in a linear system, Ax = b,
% A(:,jb) is a basis for the range of A,
% R(1:r,jb) is the r-by-r identity matrix.
%
% [R,jb] = RREF(A,TOL) uses the given tolerance in the rank tests.
%
% Roundoff errors may cause this algorithm to compute a different
% value for the rank than RANK, ORTH and NULL.
%
% Class support for input A:
% float: double, single
%
% See also RANK, ORTH, NULL, QR, SVD.
% Copyright 1984-2005 The MathWorks, Inc.
% $Revision: 5.9.4.3 $ $Date: 2006/01/18 21:58:54 $
[m,n] = size(A);
% Does it appear that elements of A are ratios of small integers?
[num, den] = rat(A);
rats = isequal(A,num./den);
% Compute the default tolerance if none was provided.
if (nargin < 2), tol = max(m,n)*eps(class(A))*norm(A,'inf'); end
% Loop over the entire matrix.
i = 1;
j = 1;
jb = [];
while (i <= m) && (j <= n)
% Find value and index of largest element in the remainder of column j.
[p,k] = max(abs(A(i:m,j))); k = k+i-1;
if (p <= tol)
% The column is negligible, zero it out.
A(i:m,j) = zeros(m-i+1,1);
j = j + 1;
else
% Remember column index
jb = [jb j];
% Swap i-th and k-th rows.
A([i k],j:n) = A([k i],j:n);
% Divide the pivot row by the pivot element.
A(i,j:n) = A(i,j:n)/A(i,j);
% Subtract multiples of the pivot row from all the other rows.
for k = [1:i-1 i+1:m]
A(k,j:n) = A(k,j:n) - A(k,j)*A(i,j:n);
end
i = i + 1;
j = j + 1;
end
end
% Return "rational" numbers if appropriate.
if rats
[num,den] = rat(A);
A=num./den;
end

How to make probability matrix with each row elements sum 1 and each row have uniform probability in matlab

I found matlab file (https://in.mathworks.com/matlabcentral/fileexchange/9700-random-vectors-with-fixed-sum) which generates probability matrix with uniform probability and each column has sum 1. file is as follow
function [x,v] = randfixedsum(n,m,s,a,b)
%[x,v] = randfixedsum(n,m,s,a,b)
%
% This generates an n by m array x, each of whose m columns
% contains n random values lying in the interval [a,b], but
% subject to the condition that their sum be equal to s. The
% scalar value s must accordingly satisfy n*a <= s <= n*b. The
% distribution of values is uniform in the sense that it has the
% conditional probability distribution of a uniform distribution
% over the whole n-cube, given that the sum of the x's is s.
%
% The scalar v, if requested, returns with the total
% n-1 dimensional volume (content) of the subset satisfying
% this condition. Consequently if v, considered as a function
% of s and divided by sqrt(n), is integrated with respect to s
% from s = a to s = b, the result would necessarily be the
% n-dimensional volume of the whole cube, namely (b-a)^n.
%
% This algorithm does no "rejecting" on the sets of x's it
% obtains. It is designed to generate only those that satisfy all
% the above conditions and to do so with a uniform distribution.
% It accomplishes this by decomposing the space of all possible x
% sets (columns) into n-1 dimensional simplexes. (Line segments,
% triangles, and tetrahedra, are one-, two-, and three-dimensional
% examples of simplexes, respectively.) It makes use of three
% different sets of 'rand' variables, one to locate values
% uniformly within each type of simplex, another to randomly
% select representatives of each different type of simplex in
% proportion to their volume, and a third to perform random
% permutations to provide an even distribution of simplex choices
% among like types. For example, with n equal to 3 and s set at,
% say, 40% of the way from a towards b, there will be 2 different
% types of simplex, in this case triangles, each with its own
% area, and 6 different versions of each from permutations, for
% a total of 12 triangles, and these all fit together to form a
% particular planar non-regular hexagon in 3 dimensions, with v
% returned set equal to the hexagon's area.
%
% Roger Stafford - Jan. 19, 2006
% Check the arguments.
if (m~=round(m))|(n~=round(n))|(m<0)|(n<1)
error('n must be a whole number and m a non-negative integer.')
elseif (s<n*a)|(s>n*b)|(a>=b)
error('Inequalities n*a <= s <= n*b and a < b must hold.')
end
% Rescale to a unit cube: 0 <= x(i) <= 1
s = (s-n*a)/(b-a);
% Construct the transition probability table, t.
% t(i,j) will be utilized only in the region where j <= i + 1.
k = max(min(floor(s),n-1),0); % Must have 0 <= k <= n-1
s = max(min(s,k+1),k); % Must have k <= s <= k+1
s1 = s - [k:-1:k-n+1]; % s1 & s2 will never be negative
s2 = [k+n:-1:k+1] - s;
w = zeros(n,n+1); w(1,2) = realmax; % Scale for full 'double' range
t = zeros(n-1,n);
tiny = 2^(-1074); % The smallest positive matlab 'double' no.
for i = 2:n
tmp1 = w(i-1,2:i+1).*s1(1:i)/i;
tmp2 = w(i-1,1:i).*s2(n-i+1:n)/i;
w(i,2:i+1) = tmp1 + tmp2;
tmp3 = w(i,2:i+1) + tiny; % In case tmp1 & tmp2 are both 0,
tmp4 = (s2(n-i+1:n) > s1(1:i)); % then t is 0 on left & 1 on right
t(i-1,1:i) = (tmp2./tmp3).*tmp4 + (1-tmp1./tmp3).*(~tmp4);
end
% Derive the polytope volume v from the appropriate
% element in the bottom row of w.
v = n^(3/2)*(w(n,k+2)/realmax)*(b-a)^(n-1);
% Now compute the matrix x.
x = zeros(n,m);
if m == 0, return, end % If m is zero, quit with x = []
rt = rand(n-1,m); % For random selection of simplex type
rs = rand(n-1,m); % For random location within a simplex
s = repmat(s,1,m);
j = repmat(k+1,1,m); % For indexing in the t table
sm = zeros(1,m); pr = ones(1,m); % Start with sum zero & product 1
for i = n-1:-1:1 % Work backwards in the t table
e = (rt(n-i,:)<=t(i,j)); % Use rt to choose a transition
sx = rs(n-i,:).^(1/i); % Use rs to compute next simplex coord.
sm = sm + (1-sx).*pr.*s/(i+1); % Update sum
pr = sx.*pr; % Update product
x(n-i,:) = sm + pr.*e; % Calculate x using simplex coords.
s = s - e; j = j - e; % Transition adjustment
end
x(n,:) = sm + pr.*s; % Compute the last x
% Randomly permute the order in the columns of x and rescale.
rp = rand(n,m); % Use rp to carry out a matrix 'randperm'
[ig,p] = sort(rp); % The values placed in ig are ignored
x = (b-a)*x(p+repmat([0:n:n*(m-1)],n,1))+a; % Permute & rescale x
return
but I want to generate matrix which has each row elements sum 1 and each row have uniform probability in matlab. how to do this with above programme. to run above programme I am calling it to another file and setting parameters
i.e.
m=4;n=4; a=0; b=1.5;s=1;
[x,v] = randfixedsum(n,m,s,a,b)
create a random matrix and divide each row by sum of elements of that row:
function result = randrowsum(m ,n)
rnd = rand(m,n);
rowsums = sum(rnd,2);
result = bsxfun(#rdivide, rnd, rowsums);
end
to create an m * n random matrix :
a=randrowsum(3,4)
check if sum of each row is 1:
sum(a,2)
I would say the easiest was is to generate the array with the given function.
[x,v] = randfixedsum(n,m,s,a,b);
Then just transport the results.
x = x';

MATLAB Create surface plot of function for all X, Y pairs

I have a custom function called dissmeasure that outputs a scalar from an input vector of frequencies. Another function called music.tone2freq converts integers numbers to frequencies.
My objective is to create a surface plot of dissmeasure for all pairs of x,y integers where X and Y equal [0:1:11].
It should look something like this (this is mesh(X,Y, ones(12,12) ) ):
Following from the mesh docs, what I have tried is doing:
[X,Y] = meshgrid(0:1:12)
Z = dissmeasure(music.tone2freq([X., Y.]))
But I get Error: Expression or statement is incorrect--possibly unbalanced (, {, or [..
Z = dissmeasure(music.tone2freq([X(:), Y(:)]))
But [X(:), Y(:)] doesn't seem to have the correct size. Also my function that accepts a vector returns one scalar for that whole input. What I need is multiple returns.
Note that both dissmeasure(music.tone2freq([X(:), Y(:)])) and dissmeasure(music.tone2freq([X, Y])) work, but the result from dissmeasure is a single scalar number, not a matrix of the result of this function for each x,y pair.
Any help? Thank you
tone2freq.m
function f = tone2freq(T)
% MUSIC.TONE2FREQ converts a musical semitone to a frequency.
% F = MUSIC.TONE2FREQ(T) converts the musical semitones in T to frequencies.
%
% Example
% f = music.tone2freq(0:2); % returns [261.63 277.19 293.67]
%
% See also music.tone2interval, music.tone2note, music.freq2tone.
% Author: E. Johnson
% Copyright 2010 The MathWorks, Inc.
fC4 = 261.625565300599; % Middle C (C4) is 261.63 Hz
f = fC4 .* 2 .^ (T / 12);
dissmeasure.m:
% calculate dissonace
% input param fvec - list of frequencies
% input param amp - list of amplitudes
% output is sum of dissonances of each pair of partials (scalar)
function d = dissmeasure(fvec, amp)
if ~exist('amp','var')
amp = ones(size(fvec));
end
Xstar = 0.24; % place with maximum dissonance
S1 = 0.0207; % to fit frequency dependend curves
S2 = 18.96; % so max. dissonance occures at 1/4 critical bandwidth
C1 = 5;
C2 = -5;
B1 = -3.51; % derived from model of Levelt & Plomp
B2 = -5.75;
N = length(fvec);
[fvec, idx_list] = sort(fvec); % sort partial frequencies ascending
amp = amp(idx_list); % rearrange amplitude values
%amp = loudness(amp);
D = 0;
for i=2:N
Fmin = fvec(1 : N-i+1); % get slice as list of Fmin
S = Xstar./(S1*Fmin+S2); % calc list of s-scalings with list of Fmin
% treat vector as tail and head ...
Fdif = fvec(i:N) - fvec(1:N-i+1); % build element wise difference
a = min(amp(i:N), amp(1:N-i+1)); % select element wise a minimum
Dnew = a .* (C1*exp(B1*S.*Fdif) + C2*exp(B2*S.*Fdif));
D = D + sum(Dnew); % sum up last D and vector elements
end
d=D;
Your function dissmeasure does not support vectorized operations, which means that for inputs of size N the function is evaluated for each element and an output of size N is returned.
Instead your function returns the summarized dissonance.
%assuming you have X and Y already converted
Z=X*0 % initialize Z of same size
for ix = 1:numel(X)
Z(ix)=dissmeasure(X(ix),Y(ix));
end

Revised Simplex Method - Matlab Script

I've been asked to write down a Matlab program in order to solve LPs using the Revised Simplex Method.
The code I wrote runs without problems with input data although I've realised it doesn't solve the problem properly, as it does not update the inverse of the basis B (the real core idea of the abovementioned method).
The problem is only related to a part of the code, the one in the bottom of the script aiming at:
Computing the new inverse basis B^-1 by performing elementary row operations on [B^-1 u] (pivot row index is l_out). The vector u is transformed into a unit vector with u(l_out) = 1 and u(i) = 0 for other i.
Here's the code I wrote:
%% Implementation of the revised Simplex. Solves a linear
% programming problem of the form
%
% min c'*x
% s.t. Ax = b
% x >= 0
%
% The function input parameters are the following:
% A: The constraint matrix
% b: The rhs vector
% c: The vector of cost coefficients
% C: The indices of the basic variables corresponding to an
% initial basic feasible solution
%
% The function returns:
% x_opt: Decision variable values at the optimal solution
% f_opt: Objective function value at the optimal solution
%
% Usage: [x_opt, f_opt] = S12345X(A,b,c,C)
% NOTE: Replace 12345X with your own student number
% and rename the file accordingly
function [x_opt, f_opt] = SXXXXX(A,b,c,C)
%% Initialization phase
% Initialize the vector of decision variables
x = zeros(length(c),1);
% Create the initial Basis matrix, compute its inverse and
% compute the inital basic feasible solution
B=A(:,C);
invB = inv(B);
x(C) = invB*b;
%% Iteration phase
n_max = 10; % At most n_max iterations
for n = 1:n_max % Main loop
% Compute the vector of reduced costs c_r
c_B = c(C); % Basic variable costs
p = (c_B'*invB)'; % Dual variables
c_r = c' - p'*A; % Vector of reduced costs
% Check if the solution is optimal. If optimal, use
% 'return' to break from the function, e.g.
J = find(c_r < 0); % Find indices with negative reduced costs
if (isempty(J))
f_opt = c'*x;
x_opt = x;
return;
end
% Choose the entering variable
j_in = J(1);
% Compute the vector u (i.e., the reverse of the basic directions)
u = invB*A(:,j_in);
I = find(u > 0);
if (isempty(I))
f_opt = -inf; % Optimal objective function cost = -inf
x_opt = []; % Produce empty vector []
return % Break from the function
end
% Compute the optimal step length theta
theta = min(x(C(I))./u(I));
L = find(x(C)./u == theta); % Find all indices with ratio theta
% Select the exiting variable
l_out = L(1);
% Move to the adjacent solution
x(C) = x(C) - theta*u;
% Value of the entering variable is theta
x(j_in) = theta;
% Update the set of basic indices C
C(l_out) = j_in;
% Compute the new inverse basis B^-1 by performing elementary row
% operations on [B^-1 u] (pivot row index is l_out). The vector u is trans-
% formed into a unit vector with u(l_out) = 1 and u(i) = 0 for
% other i.
M=horzcat(invB,u);
[f g]=size(M);
R(l_out,:)=M(l_out,:)/M(l_out,j_in); % Copy row l_out, normalizing M(l_out,j_in) to 1
u(l_out)=1;
for k = 1:f % For all matrix rows
if (k ~= l_out) % Other then l_out
u(k)=0;
R(k,:)=M(k,:)-M(k,j_in)*R(l_out,:); % Set them equal to the original matrix Minus a multiple of normalized row l_out, making R(k,j_in)=0
end
end
invM=horzcat(u,invB);
% Check if too many iterations are performed (increase n_max to
% allow more iterations)
if(n == n_max)
fprintf('Max number of iterations performed!\n\n');
return
end
end % End for (the main iteration loop)
end % End function
%% Example 3.5 from the book (A small test problem)
% Data in standard form:
% A = [1 2 2 1 0 0;
% 2 1 2 0 1 0;
% 2 2 1 0 0 1];
% b = [20 20 20]';
% c = [-10 -12 -12 0 0 0]';
% C = [4 5 6]; % Indices of the basic variables of
% % the initial basic feasible solution
%
% The optimal solution
% x_opt = [4 4 4 0 0 0]' % Optimal decision variable values
% f_opt = -136 % Optimal objective function cost
Ok, after a lot of hrs spent on the intensive use of printmat and disp to understand what was happening inside the code from a mathematical point of view I realized it was a problem with the index j_in and normalization in case of dividing by zero therefore I managed to solve the issue as follows.
Now it runs perfectly. Cheers.
%% Implementation of the revised Simplex. Solves a linear
% programming problem of the form
%
% min c'*x
% s.t. Ax = b
% x >= 0
%
% The function input parameters are the following:
% A: The constraint matrix
% b: The rhs vector
% c: The vector of cost coefficients
% C: The indices of the basic variables corresponding to an
% initial basic feasible solution
%
% The function returns:
% x_opt: Decision variable values at the optimal solution
% f_opt: Objective function value at the optimal solution
%
% Usage: [x_opt, f_opt] = S12345X(A,b,c,C)
% NOTE: Replace 12345X with your own student number
% and rename the file accordingly
function [x_opt, f_opt] = S472366(A,b,c,C)
%% Initialization phase
% Initialize the vector of decision variables
x = zeros(length(c),1);
% Create the initial Basis matrix, compute its inverse and
% compute the inital basic feasible solution
B=A(:,C);
invB = inv(B);
x(C) = invB*b;
%% Iteration phase
n_max = 10; % At most n_max iterations
for n = 1:n_max % Main loop
% Compute the vector of reduced costs c_r
c_B = c(C); % Basic variable costs
p = (c_B'*invB)'; % Dual variables
c_r = c' - p'*A; % Vector of reduced costs
% Check if the solution is optimal. If optimal, use
% 'return' to break from the function, e.g.
J = find(c_r < 0); % Find indices with negative reduced costs
if (isempty(J))
f_opt = c'*x;
x_opt = x;
return;
end
% Choose the entering variable
j_in = J(1);
% Compute the vector u (i.e., the reverse of the basic directions)
u = invB*A(:,j_in);
I = find(u > 0);
if (isempty(I))
f_opt = -inf; % Optimal objective function cost = -inf
x_opt = []; % Produce empty vector []
return % Break from the function
end
% Compute the optimal step length theta
theta = min(x(C(I))./u(I));
L = find(x(C)./u == theta); % Find all indices with ratio theta
% Select the exiting variable
l_out = L(1);
% Move to the adjacent solution
x(C) = x(C) - theta*u;
% Value of the entering variable is theta
x(j_in) = theta;
% Update the set of basic indices C
C(l_out) = j_in;
% Compute the new inverse basis B^-1 by performing elementary row
% operations on [B^-1 u] (pivot row index is l_out). The vector u is trans-
% formed into a unit vector with u(l_out) = 1 and u(i) = 0 for
% other i.
M=horzcat(u, invB);
[f g]=size(M);
if (theta~=0)
M(l_out,:)=M(l_out,:)/M(l_out,1); % Copy row l_out, normalizing M(l_out,1) to 1
end
for k = 1:f % For all matrix rows
if (k ~= l_out) % Other then l_out
M(k,:)=M(k,:)-M(k,1)*M(l_out,:); % Set them equal to the original matrix Minus a multiple of normalized row l_out, making R(k,j_in)=0
end
end
invB=M(1:3,2:end);
% Check if too many iterations are performed (increase n_max to
% allow more iterations)
if(n == n_max)
fprintf('Max number of iterations performed!\n\n');
return
end
end % End for (the main iteration loop)
end % End function
%% Example 3.5 from the book (A small test problem)
% Data in standard form:
% A = [1 2 2 1 0 0;
% 2 1 2 0 1 0;
% 2 2 1 0 0 1];
% b = [20 20 20]';
% c = [-10 -12 -12 0 0 0]';
% C = [4 5 6]; % Indices of the basic variables of
% % the initial basic feasible solution
%
% The optimal solution
% x_opt = [4 4 4 0 0 0]' % Optimal decision variable values
% f_opt = -136 % Optimal objective function cost