merge LRA

Signed-off-by: Nikolaj Bjorner <nbjorner@microsoft.com>

src/util/lp/scaler.h

@@ -0,0 +1,79 @@
+/*
+  Copyright (c) 2017 Microsoft Corporation
+  Author: Lev Nachmanson
+*/
+
+#pragma once
+#include "util/vector.h"
+#include <math.h>
+#include <algorithm>
+#include <stdio.h>      /* printf, fopen */
+#include <stdlib.h>     /* exit, EXIT_FAILURE */
+#include "util/lp/lp_utils.h"
+#include "util/lp/static_matrix.h"
+namespace lean {
+// for scaling an LP
+template <typename T, typename X>
+class scaler {
+    vector<X> & m_b; // right side
+    static_matrix<T, X> &m_A; // the constraint matrix
+    const T &  m_scaling_minimum;
+    const T & m_scaling_maximum;
+    vector<T>& m_column_scale;
+    lp_settings & m_settings;
+public:
+    // constructor
+    scaler(vector<X> & b, static_matrix<T, X> &A, const T & scaling_minimum, const T & scaling_maximum, vector<T> & column_scale,
+           lp_settings & settings):
+        m_b(b),
+        m_A(A),
+        m_scaling_minimum(scaling_minimum),
+        m_scaling_maximum(scaling_maximum),
+        m_column_scale(column_scale),
+        m_settings(settings) {
+        lean_assert(m_column_scale.size() == 0);
+        m_column_scale.resize(m_A.column_count(), numeric_traits<T>::one());
+    }
+
+    T right_side_balance();
+
+    T get_balance() { return m_A.get_balance(); }
+
+    T A_min() const;
+
+    T A_max() const;
+
+    T get_A_ratio() const;
+
+    T get_max_ratio_on_rows() const;
+
+    T get_max_ratio_on_columns() const;
+
+    void scale_rows_with_geometric_mean();
+
+    void scale_columns_with_geometric_mean();
+
+    void scale_once_for_ratio();
+
+    bool scale_with_ratio();
+
+    void bring_row_maximums_to_one();
+
+    void bring_column_maximums_to_one();
+
+    void bring_rows_and_columns_maximums_to_one();
+
+    bool scale_with_log_balance();
+    // Returns true if and only if the scaling was successful.
+    // It is the caller responsibility to restore the matrix
+    bool scale();
+
+    void scale_rows();
+
+    void scale_row(unsigned i);
+
+    void scale_column(unsigned i);
+
+    void scale_columns();
+};
+}