Created
August 6, 2020 15:47
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RGS's solution for Problem 5, Phase 2 of 2020 APL competition (see https://mathspp.com/blog/2020-apl-competition for my thoughts on it)
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⍝ PROBLEM 5.1 | |
rr ← { | |
(⎕IO ⎕ML ⎕WX) ← 0 1 3 | |
⍝ Computes how much your investment is worth after cash flows and rate calculations. | |
⍝ Dyadic function expecting number vector on the left (deposits/withdrawals) and number vector on the right (corresponding rates). | |
⍝ At moment 1 you have r[1] ← ⍺[0] and at the subsequent moments you have r[n] ← ⍺[n-1] + r[n-1]×⍵[n-1]. | |
⍝ Expanding the recurrence relation we can determine beforehand all expressions. | |
⍝ Assuming ⎕IO←0 and traditional mathematical notation, | |
⍝ r[1]←⍺[0], r[2]←⍺[1]+⍺[0]⍵[1], r[3]←⍺[2]+⍺[1]⍵[2]+⍺[0]⍵[2]⍵[1], r[4]←⍺[3]+⍺[2]⍵[3]+⍺[1]⍵[3]⍵[2]+⍺[0]⍵[3]⍵[2]⍵[1] | |
⍝ Returns a number. | |
⍝ This code manipulates triangular matrices as seen in https://aplcart.info/?q=extract%20triangular%20matrix#, | |
⍝ content I added to APL Cart, cf. https://github.com/abrudz/aplcart/pull/46 | |
_E ← {(⊢×∘.⍺⍺⍨∘⍳∘≢)⍵} ⍝ Extract the lower/upper (strict?) triangular part of a matrix | |
_M ← {(∘.⍺⍺⍨)⍵} ⍝ Vector into rows (⊢) or columns (⊣) of a square matrix | |
rt ← ×⍀ 1 + >_E ⊣_M ⍵ ⍝ Produce cumulative rates, | |
a ← ≥_E ⊢_M ⍺ ⍝ expand amounts to proper shape | |
+/ a × rt ⍝ and sum them after multiplying. | |
} | |
⍝ PROBLEM 5.2 | |
⍝ Computes the present value of an investment with future cash flows ⍺ at inflation rates ⍵. | |
⍝ Dyadic function expecting two vectors with the same length. | |
⍝ Returns a number. | |
pv ← (1⊥×∘(×\1÷+∘1)) |
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