Linear Programming: Modulo constraint - c++

I am using Coin-Or's rehearse to implement linear programming.
I need a modulo constraint. Example: x shall be a multiple of 3.
OsiCbcSolverInterface solver;
CelModel model(solver);
CelNumVar x;
CelIntVar z;
unsigned int mod = 3;
// Maximize
solver.setObjSense(-1.0);
model.setObjective(x);
model.addConstraint(x <= 7.5);
// The modulo constraint:
model.addConstraint(x == z * mod);
The result for x should be 6. However, z is set to 2.5, which should not be possible as I declared it as a CellIntVar.
How can I enforce z to be an integer?

I never used that lib, but you i think you should follow the tests.
The core message comes from the readme:
If you want some of your variables to be integers, use CelIntVar instead of CelNumVar. You must bind the solver to an Integer Linear Programming solver as well, for example Coin-cbc.
Looking at Rehearse/tests/testRehearse.cpp -> exemple4() (here presented: incomplete code; no copy-paste):
OsiClpSolverInterface *solver = new OsiClpSolverInterface();
CelModel model(*solver);
...
CelIntVar x1("x1");
...
solver->initialSolve(); // this is the relaxation (and maybe presolving)!
...
CbcModel cbcModel(*solver); // MIP-solver
cbcModel.branchAndBound(); // Use MIP-solver
printf("Solution for x1 : %g\n", model.getSolutionValue(x1, *cbcModel.solver()));
printf("Solution objvalue = : %g\n", cbcModel.solver()->getObjValue());
This kind of usage (use Osi to get LP-solver; build MIP-solver on top of that Osi-provided-LP-solver and call brandAndBound) basically follows Cbc's internal interface (with python's cylp this looks similar).
Just as reference: This is the official CoinOR Cbc (Rehearse-free) example from here:
// Copyright (C) 2005, International Business Machines
// Corporation and others. All Rights Reserved.
#include "CbcModel.hpp"
// Using CLP as the solver
#include "OsiClpSolverInterface.hpp"
int main (int argc, const char *argv[])
{
OsiClpSolverInterface solver1;
// Read in example model in MPS file format
// and assert that it is a clean model
int numMpsReadErrors = solver1.readMps("../../Mps/Sample/p0033.mps","");
assert(numMpsReadErrors==0);
// Pass the solver with the problem to be solved to CbcModel
CbcModel model(solver1);
// Do complete search
model.branchAndBound();
/* Print the solution. CbcModel clones the solver so we
need to get current copy from the CbcModel */
int numberColumns = model.solver()->getNumCols();
const double * solution = model.bestSolution();
for (int iColumn=0;iColumn<numberColumns;iColumn++) {
double value=solution[iColumn];
if (fabs(value)>1.0e-7&&model.solver()->isInteger(iColumn))
printf("%d has value %g\n",iColumn,value);
}
return 0;
}

Related

No matching function for call to 'as' in Rcpp

I'm trying to write an R wrapper for the FINUFFT routines for calculating the FFT of an unevenly sampled series. I have virtually no experience with C/C++, so I'm working from an example that compares the traditional Fourier transform to the NUFFT. The example code follows.
// this is all you must include for the finufft lib...
#include "finufft.h"
#include <complex>
// also needed for this example...
#include <stdio.h>
#include <stdlib.h>
using namespace std;
int main(int argc, char* argv[])
/* Simple example of calling the FINUFFT library from C++, using plain
arrays of C++ complex numbers, with a math test. Barnett 3/10/17
Double-precision version (see example1d1f for single-precision)
Compile with:
g++ -fopenmp example1d1.cpp -I ../src ../lib-static/libfinufft.a -o example1d1 -lfftw3 -lfftw3_omp -lm
or if you have built a single-core version:
g++ example1d1.cpp -I ../src ../lib-static/libfinufft.a -o example1d1 -lfftw3 -lm
Usage: ./example1d1
*/
{
int M = 1e6; // number of nonuniform points
int N = 1e6; // number of modes
double acc = 1e-9; // desired accuracy
nufft_opts opts; finufft_default_opts(&opts);
complex<double> I = complex<double>(0.0,1.0); // the imaginary unit
// generate some random nonuniform points (x) and complex strengths (c):
double *x = (double *)malloc(sizeof(double)*M);
complex<double>* c = (complex<double>*)malloc(sizeof(complex<double>)*M);
for (int j=0; j<M; ++j) {
x[j] = M_PI*(2*((double)rand()/RAND_MAX)-1); // uniform random in [-pi,pi)
c[j] = 2*((double)rand()/RAND_MAX)-1 + I*(2*((double)rand()/RAND_MAX)-1);
}
// allocate output array for the Fourier modes:
complex<double>* F = (complex<double>*)malloc(sizeof(complex<double>)*N);
// call the NUFFT (with iflag=+1): note N and M are typecast to BIGINT
int ier = finufft1d1(M,x,c,+1,acc,N,F,opts);
int n = 142519; // check the answer just for this mode...
complex<double> Ftest = complex<double>(0,0);
for (int j=0; j<M; ++j)
Ftest += c[j] * exp(I*(double)n*x[j]);
int nout = n+N/2; // index in output array for freq mode n
double Fmax = 0.0; // compute inf norm of F
for (int m=0; m<N; ++m) {
double aF = abs(F[m]);
if (aF>Fmax) Fmax=aF;
}
double err = abs(F[nout] - Ftest)/Fmax;
printf("1D type-1 NUFFT done. ier=%d, err in F[%d] rel to max(F) is %.3g\n",ier,n,err);
free(x); free(c); free(F);
return ier;
}
Much of this I don't need, such as generating the test series and comparing to the traditional FFT. Further, I want to return the values of the transform, not just an error code indicating success. Below is my code.
#include "finufft.h"
#include <complex>
#include <Rcpp.h>
#include <stdlib.h>
using namespace Rcpp;
using namespace std;
// [[Rcpp::export]]
ComplexVector finufft(int M, NumericVector x, ComplexVector c, int N) {
// From example code for finufft, sets precision and default options
double acc = 1e-9;
nufft_opts opts; finufft_default_opts(&opts);
// allocate output array for the finufft routine:
complex<double>* F = (complex<double>*)malloc(sizeof(complex<double>*)*N);
// Change vector inputs from R types to C++ types
double* xd = as< double* >(x);
complex<double>* cd = as< complex<double>* >(c);
// call the NUFFT (with iflag=-1): note N and M are typecast to BIGINT
int ier = finufft1d1(M,xd,cd,-1,acc,N,F,opts);
ComplexVector Fd = as<ComplexVector>(*F);
return Fd;
}
When I try to source this in Rstudio, I get the error "no matching function for call to 'as(std::complex<double>*&)'", pointing to the line declaring Fd towards the end. I believe the error indicates that either the function 'as' isn't defined (which I know is false), or the argument to 'as' isn't the correct type. The examples here include one using 'as' to convert to a NumericVector, so unless there's some complication with complex values I don't see why it should be a problem here.
I know there are potential problems using two namespaces, but I don't believe that's the issue here. My best guess is that there's an issue with how I'm trying to use pointers, but I lack the experience to identify it and I can't find any similar examples online to guide me.
Rcpp::as<T> converts from an R data type (SEXP) to a C++ data type, e.g. Rcpp::ComplexVector. This does not fit your situation, where you try to convert from a C-style array to C++. Fortunately Rcpp::Vector, which is the basis for Rcpp::ComplexVector, has a constructor for this task: Vector (InputIterator first, InputIterator last). For the other direction (going from C++ to C-style array) you can use vector.begin() or &vector[0].
However, one needs a reinterpret_cast to convert between Rcomplex* and std::complex<double>*. That should cause no problems, though, since Rcomplex (a.k.a. complex double in C) and std::complex<doulbe> are compatible.
A minimal example:
#include <Rcpp.h>
#include <complex>
using namespace Rcpp;
// [[Rcpp::export]]
ComplexVector foo(ComplexVector v) {
std::complex<double>* F = reinterpret_cast<std::complex<double>*>(v.begin());
int N = v.length();
// do something with F
ComplexVector Fd(reinterpret_cast<Rcomplex*>(F),
reinterpret_cast<Rcomplex*>(F + N));
return Fd;
}
/*** R
set.seed(42)
foo(runif(4)*(1+1i))
*/
Result:
> Rcpp::sourceCpp('56675308/code.cpp')
> set.seed(42)
> foo(runif(4)*(1+1i))
[1] 0.9148060+0.9148060i 0.9370754+0.9370754i 0.2861395+0.2861395i 0.8304476+0.8304476i
BTW, you can move these reinterpret_casts out of sight by using std::vector<std::complex<double>> as argument and return types for your function. Rcpp does the rest for you. This also helps getting rid of the naked malloc:
#include <Rcpp.h>
// dummy function with reduced signature
int finufft1d1(int M, double *xd, std::complex<double> *cd, int N, std::complex<double> *Fd) {
return 0;
}
// [[Rcpp::export]]
std::vector<std::complex<double>> finufft(int M,
std::vector<double> x,
std::vector<std::complex<double>> c,
int N) {
// allocate output array for the finufft routine:
std::vector<std::complex<double>> F(N);
// Change vector inputs from R types to C++ types
double* xd = x.data();
std::complex<double>* cd = c.data();
std::complex<double>* Fd = F.data();
int ier = finufft1d1(M, xd, cd, N, Fd);
return F;
}

Converting **int to an int [closed]

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Edit the question to include desired behavior, a specific problem or error, and the shortest code necessary to reproduce the problem. This will help others answer the question.
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I am trying to work with a C library, and I had to create the following bit of code:
void *foo = malloc(sizeof(MAGtype_MagneticModel *));
MAGtype_MagneticModel* *MagneticModels = (MAGtype_MagneticModel **)foo;
this is then passed to one of the C library functions as follows:
if(!MAG_robustReadMagModels(filename, (MAGtype_MagneticModel* (*)[]) &MagneticModels, epochs)) {
//ERROR
}
When it passes the above function, I then am wanting to get the value from one of the components of this function.
int var = 0;
if (var < (&MagneticModels[0]->nMax)) var = (&MagneticModels[0]->nMax);
This gives the compiler error:
C2446: '<' : no conversion from 'int *' to 'int'
How would I go about getting the value of MagneticModels[0]->nMax instead of just pointers?
Edit: Here is the struct for MAGtype_MagneticModel:
typedef struct {
double EditionDate;
double epoch; /*Base time of Geomagnetic model epoch (yrs)*/
char ModelName[32];
double *Main_Field_Coeff_G; /* C - Gauss coefficients of main geomagnetic model (nT) Index is (n * (n + 1) / 2 + m) */
double *Main_Field_Coeff_H; /* C - Gauss coefficients of main geomagnetic model (nT) */
double *Secular_Var_Coeff_G; /* CD - Gauss coefficients of secular geomagnetic model (nT/yr) */
double *Secular_Var_Coeff_H; /* CD - Gauss coefficients of secular geomagnetic model (nT/yr) */
int nMax; /* Maximum degree of spherical harmonic model */
int nMaxSecVar; /* Maximum degree of spherical harmonic secular model */
int SecularVariationUsed; /* Whether or not the magnetic secular variation vector will be needed by program*/
double CoefficientFileEndDate;
} MAGtype_MagneticModel;
And for reference, I am working with the library found under WMM2015_Windows.zip that is found here
One thing that may help is to to create an int variable for what you want.
This will allow you to check the variable at compile time
example
int myInt = MagneticModels[0]->nMax
should work
Here is where you need more information on the structure of
MAGtype_MagneticModel
For example, is nMax defined as an integer, or an int *
if the latter, you may need the correct address
&(MagneticModels[0]->nMax)
However, in general, using the array notation [0] 'dereferences the pointer'
Hope this helps
just dont take the address of it
if (var < MagneticModels[0]->nMax)....

Butterworth Nth order filter design

I am looking for a function which calculate a Butterworth Nth filter design coefficients like a Matlab function:
[bl,al]=butter(but_order,Ws);
and
[bh,ah]=butter(but_order,2*bandwidth(1)/fs,'high');
I found many examples of calculating 2nd order but not Nth order (for example I work with order 18 ...). - unfortunately I haven't any knowledge about DSP.
Do you know any library or a way to easily implement this method? When I know just order, cut off frequency and sample rate. I just need to get a vectors of B (numerator) and A (denominator).
There is also a requirement that the method works under different platforms - Windows, Linux, ...
It can be easily found (in Debian or Ubuntu):
$ aptitude search ~dbutterworth | grep lib
Which gives you answer immediately:
p librtfilter-dev - realtime digital filtering library (dev)
p librtfilter1 - realtime digital filtering library
p librtfilter1-dbg - realtime digital filtering library (dbg)
So you need library called rtfilter. Description:
rtfilter is a library that provides a set of routines implementing realtime digital filter for multichannel signals (i.e. filtering multiple signals with the same filter parameters). It implements FIR, IIR filters and downsampler for float and double data type (both for real and complex valued signal). Additional functions are also provided to design few usual filters: Butterworth, Chebyshev, windowed sinc, analytical filter...
This library is cross-platform, i.e. works under Linux, MacOS and Windows. From
official site:
rtfilter should compile and run on any POSIX platform (GNU/Linux, MacOSX, BSD...) and Windows platforms.
You can install it like this:
$ sudo aptitude install librtfilter-dev librtfilter1
After -dev package is installed, you can even find an example (with Butterworth filter usage) at /usr/share/doc/librtfilter1/examples/butterworth.c. This example (along with corresponding Makefile) also can be found here.
Particularly you are interested in rtf_create_butterworth() function. You can access documentation for this function via command:
$ man rtf_create_butterworth
or you can read it here.
You can specify any filter order passing it as num_pole param to rtf_create_butterworth() function (as far as I remember the number of poles it's the same thing as filter order).
UPDATE
This library doesn't provide external API for coefficients calculation. It only provides actual filtering capabilities, so you can use rtf_filter() to obtain samples (data) after filtering.
But, you can find the code for coefficients calculation in library sources. See compute_cheby_iir() function. This function is static, so it's only can be used inside the library itself. But, you can copy this function code as is to your project and use it. Also, don't let the name of this function confuse you: it is the same algorithm for Butterworth filter and Chebyshev filter coefficients calculation.
Let's say, you have prepared parameters for rtf_create_butterworth() function:
const double cutoff = 8.0; /* cutoff frequency, in Hz */
const double fs = 512.0; /* sampling rate, in Hz */
unsigned int nchann = 1; /* channels number */
int proctype = RTF_FLOAT; /* samples have float type */
double fc = cutoff / fs; /* normalized cut-off frequency, Hz */
unsigned int num_pole = 2; /* filter order */
int highpass = 0; /* lowpass filter */
Now you want to calculate numerator and denominator for your filter. I have written the wrapper for you:
struct coeff {
double *num;
double *den;
};
/* TODO: Insert compute_cheby_iir() function here, from library:
* https://github.com/nbourdau/rtfilter/blob/master/src/common-filters.c#L250
*/
/* Calculate coefficients for Butterworth filter.
* coeff: contains calculated coefficients
* Returns 0 on success or negative value on failure.
*/
static int calc_coeff(unsigned int nchann, int proctype, double fc,
unsigned int num_pole, int highpass,
struct coeff *coeff)
{
double *num = NULL, *den = NULL;
double ripple = 0.0;
int res = 0;
if (num_pole % 2 != 0)
return -1;
num = calloc(num_pole+1, sizeof(*num));
if (num == NULL)
return -2;
den = calloc(num_pole+1, sizeof(*den));
if (den == NULL) {
res = -3;
goto err1;
}
/* Prepare the z-transform of the filter */
if (!compute_cheby_iir(num, den, num_pole, highpass, ripple, fc)) {
res = -4;
goto err2;
}
coeff->num = num;
coeff->den = den;
return 0;
err2:
free(den);
err1:
free(num);
return res;
}
You can use this wrapper like this:
int main(void)
{
struct coeff coeff;
int res;
int i;
/* Calculate coefficients */
res = calc_coeff(nchann, proctype, fc, num_pole, highpass, &coeff);
if (res != 0) {
fprintf(stderr, "Error: unable to calculate coefficients: %d\n", res);
return EXIT_FAILURE;
}
/* TODO: Work with calculated coefficients here (coeff.num, coeff.den) */
for (i = 0; i < num_pole+1; ++i)
printf("num[%d] = %f\n", i, coeff.num[i]);
for (i = 0; i < num_pole+1; ++i)
printf("den[%d] = %f\n", i, coeff.den[i]);
/* Don't forget to free memory allocated in calc_coeff() */
free(coeff.num);
free(coeff.den);
return EXIT_SUCCESS;
}
If you are interested in math background for those coefficients calculation, look at DSP Guide, chapter 33.

GNU Octave Code Equivalent in C/C++

I have some GNU octave/Matlab code that I would like to translate into C or C++. I can handle most of this translation but I don't know what the line x1=0:1:pts-1;would translate to in C code. If i understand correctly it is a Range type in Octave but i'm not sure what data type in C or C++ would support that same functionality.
The Full script is:
pkg load signal
fs = 48000;
fc=18300;
rlen=10;
ppiv=100;
beta=9.0;
apof=0.9;
apobeta=0.7;
pts = ppiv*rlen+1;
x1=0:1:pts-1;%this line here!!!!
x2=rlen*2*(x1-(pts-1)/2 +0.00001)/(pts-1); % and the the usage of x1 in this line
x3=pi*fc/fs*x2;
h=sin(x3)./x3;
w=kaiser(pts,beta);
g=w.*h;
aw = 1-apof*kaiser(pts,apobeta);
g=aw.*g;
g=g/max(g);
figure(1);
subplot(1,2,1);
plot(x2/2,g);
axis([-rlen/2 rlen/2 -0.2 2.0002]);
%xlabel(“Time in Sampling Intervals”);
%title(‘Bandlimited Impulse’);
subplot(1,2,2);
zpad=20;
g2=[g;zeros((zpad-1)*pts,1)];
wspec=abs(fft(g2));
wspec=max(wspec/max(wspec),0.00001);
fmax=60000;
rng = round(rlen*zpad*fmax/fs);
xidx = 0:1:rng;
semilogy(fmax/1000*xidx/rng,wspec(1:(rng+1)));
%xlabel(‘Frequency in kHz’);
%title(‘amplitude spectrum’);
grid;
hold;
plot([20 20],[0.00001,1]);
plot([fs/1000-20 fs/1000-20], [0.00001 1]);
plot([fs/1000 fs/1000], [0.00001 1]);
hold off;
So what i am looking for Is either a code snippet or some resource of how to deal with this conversion.
Thanks in advance
Since you are converting from Octave code, it makes a lot of sense to use Octave's C++ library. They can see its doxygen docs online.
For your specific case you can use the octave_range class:
#include "ov-range.h"
octave_range x (0, pts -1, 1);
Note that this would only be a range, just like in Octave. If you then want a matrix out of it, you can do:
Matrix mx = x.matrix_value ();
If this confuses you, converting the range to a matrix, see how it's actually done in Octave. Create a range and check its size in memory. Then compare with the matrix created from it:
octave-cli-3.8.1> x = 0:1:10000;
octave-cli-3.8.1> whos x
Variables in the current scope:
Attr Name Size Bytes Class
==== ==== ==== ===== =====
x 1x10001 24 double
Total is 10001 elements using 24 bytes
octave-cli-3.8.1> x = [0:1:10000];
octave-cli-3.8.1> whos x
Variables in the current scope:
Attr Name Size Bytes Class
==== ==== ==== ===== =====
x 1x10001 80008 double
Total is 10001 elements using 80008 bytes
x1 is an array (or if you prefer, a matrix) holding values 0,1,2,3,...,(pts-1).
So you could generate it in C with something like:
int a[500];
int i;
for(i = 0; i < 500; i++) {
a[i] = i;
}

Thrust: summing the elements of an array indexed by another array [Matlab's syntax sum(x(indices))]

I'm trying to sum the elements of an array indexed by another array using the Thrust library, but I couldn't find an example. In other words, I want to implement Matlab's syntax
sum(x(indices))
Here is a guideline code trying to point out what do I like to achieve:
#define N 65536
// device array copied using cudaMemcpyToSymbol
__device__ int global_array[N];
// function to implement with thrust
__device__ int support(unsigned short* _memory, unsigned short* _memShort)
{
int support = 0;
for(int i=0; i < _memSizeShort; i++)
support += global_array[_memory[i]];
return support;
}
Also, from the host code, can I use the global_array[N] without copying it back with cudaMemcpyFromSymbol ?
Every comment/answer is appreciated :)
Thanks
This is a very late answer provided here to remove this question from the unanswered list. I'm sure that the OP has already found a solution (since May 2012 :-)), but I believe that the following could be useful to other users.
As pointed out by #talonmies, the problem can be solved by a fused gather-reduction. The solution is indeed an application of Thurst's permutation_iterator and reduce. The permutation_iterator allows to (implicitly) reorder the target array x according to the indices in the indices array. reduce performs the sum of the (implicitly) reordered array.
This application is part of Thrust's documentation, below reported for convenience
#include <thrust/iterator/permutation_iterator.h>
#include <thrust/reduce.h>
#include <thrust/device_vector.h>
// this example fuses a gather operation with a reduction for
// greater efficiency than separate gather() and reduce() calls
int main(void)
{
// gather locations
thrust::device_vector<int> map(4);
map[0] = 3;
map[1] = 1;
map[2] = 0;
map[3] = 5;
// array to gather from
thrust::device_vector<int> source(6);
source[0] = 10;
source[1] = 20;
source[2] = 30;
source[3] = 40;
source[4] = 50;
source[5] = 60;
// fuse gather with reduction:
// sum = source[map[0]] + source[map[1]] + ...
int sum = thrust::reduce(thrust::make_permutation_iterator(source.begin(), map.begin()),
thrust::make_permutation_iterator(source.begin(), map.end()));
// print sum
std::cout << "sum is " << sum << std::endl;
return 0;
}
In the above example, map plays the role of indices, while source plays the role of x.
Concerning the additional question in your comment (iterating over a reduced number of terms), it will be sufficient to change the following line
int sum = thrust::reduce(thrust::make_permutation_iterator(source.begin(), map.begin()),
thrust::make_permutation_iterator(source.begin(), map.end()));
to
int sum = thrust::reduce(thrust::make_permutation_iterator(source.begin(), map.begin()),
thrust::make_permutation_iterator(source.begin(), map.begin()+N));
if you want to iterate only over the first N terms of the indexing array map.
Finally, concerning the possibility of using global_array from the host, you should notice that this is a vector residing on the device, so you do need a cudaMemcpyFromSymbol to move it to the host first.