add benchmark for JuliaLang#3142

test/perf2/perf2.jl

@@ -71,6 +71,10 @@ include("laplace.jl")
 include("go_benchmark.jl")
 @timeit1 benchmark(10) "go_benchmark"
 
+# issue #3142
+include("simplex.jl")
+simplexbenchmark()
+
 function cmp_with_func(x::Vector, f::Function)
  count::Int = 0
  for i = 1:length(x)-1

test/perf2/simplex.jl

@@ -0,0 +1,73 @@
+const Basic = 1
+const AtLower = 2
+const AtUpper = 3
+const dualTol = 1e-7
+
+# Adapted from https://github.com/mlubin/SimplexBenchmarks.
+# See that project for a suite of cross-language benchmarks.
+# Data taken from sample greenbea iteration
+function doTwoPassRatioTest()
+
+ n = 8000
+
+ candidates = zeros(Int,n) # don't count allocation time, assume reuse
+ thetaMax = 1e25
+ pivotTol = 1e-7
+
+ red1 = [144.96711464551225,1.1799262694258228,15.258941028685781,0.0,74.21362490887168,8.771366223499031,0.0,0.0,6.819776136699029,0.0,-25.47923898089684,2.5194527603132846,74.99857065834307,0.0,0.0,88.42327610251432,0.6820330826047487,3.3715482573829685,0.0,0.0]
+ var1 = [3,2,2,1,2,2,1,1,2,1,3,2,2,1,1,2,2,2,1,2]
+ tab1 = [-3.823733185508287,0.7857013769778555,9.347700223333298,-0.0,-24.57958470726409,3.549760868834472,-0.0,-0.0,-0.0,-0.0,2.276570692386853,-3.1513940897258808,6.600120188297597,-0.0,-0.0,2.483577554811755,-0.5411982936821893,-0.20714710316669951,-0.0,-0.0]
+
+ redcost = repmat(red1,400,1)
+ varstate = repmat(var1,400,1)
+ tabrow = repmat(tab1,400,1)
+
+ t = time()
+ for k in 1:1000
+ ncandidates = 0
+ for i in 1:n
+ thisState = varstate[i]
+ pivotElt = tabrow[i]
+ if (thisState == AtLower && pivotElt > pivotTol) || (thisState == AtUpper && pivotElt < -pivotTol) 
+ candidates[ncandidates += 1] = i
+ ratio = 0.
+ if (pivotElt < 0.)
+ ratio = (redcost[i] - dualTol)/pivotElt
+ else
+ ratio = (redcost[i] + dualTol)/pivotElt
+ end
+ if (ratio < thetaMax)
+ thetaMax = ratio
+ end
+ end
+ end
+
+ # pass 2
+ enter = -1
+ maxAlpha = 0.
+ for k in 1:ncandidates
+ i = candidates[k]
+ ratio = redcost[i]/tabrow[i]
+ if (ratio <= thetaMax)
+ absalpha = abs(tabrow[i])
+ if (absalpha > maxAlpha)
+ maxAlpha = absalpha
+ enter = i
+ end
+ end
+ end
+ end
+
+ return time() - t
+
+end
+
+function simplexbenchmark() 
+
+ t = Inf
+ for k in 1:5
+ t = min(t,doTwoPassRatioTest())
+ end
+ println("simplex\t\t",1000*t)
+
+end