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allow for summand in matrix-vector multiplication

main
dehnert 8 years ago
parent
3c844a487f
commit
dd035f7f5e
5 changed files with 56 additions and 45 deletions
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  1. 1
      src/storm/solver/IterativeMinMaxLinearEquationSolver.cpp
  2. 13
      src/storm/solver/NativeLinearEquationSolver.cpp
  3. 32
      src/storm/storage/SparseMatrix.cpp
  4. 10
      src/storm/storage/SparseMatrix.h
  5. 1
      src/test/storm/solver/NativeMinMaxLinearEquationSolverTest.cpp

1
src/storm/solver/IterativeMinMaxLinearEquationSolver.cpp
View File

@ -256,7 +256,6 @@ namespace storm {
storm::utility::vector::selectVectorValues<ValueType>(*auxiliaryRowGroupVector, this->getInitialScheduler(), this->A->getRowGroupIndices(), b);
// Solve the resulting equation system.
// Note that the linEqSolver might consider a slightly different interpretation of "equalModuloPrecision". Hence, we iteratively increase its precision.
auto submatrixSolver = this->linearEquationSolverFactory->create(std::move(submatrix));
submatrixSolver->setCachingEnabled(true);
if (this->lowerBound) { submatrixSolver->setLowerBound(this->lowerBound.get()); }

13
src/storm/solver/NativeLinearEquationSolver.cpp
View File

@ -207,22 +207,15 @@ namespace storm {
template<typename ValueType>
void NativeLinearEquationSolver<ValueType>::multiply(std::vector<ValueType>& x, std::vector<ValueType> const* b, std::vector<ValueType>& result) const {
if (&x != &result) {
A->multiplyWithVector(x, result);
if (b != nullptr) {
storm::utility::vector::addVectors(result, *b, result);
}
A->multiplyWithVector(x, result, b);
} else {
// If the two vectors are aliases, we need to create a temporary.
if(!this->cachedRowVector) {
if (!this->cachedRowVector) {
this->cachedRowVector = std::make_unique<std::vector<ValueType>>(getMatrixRowCount());
}
A->multiplyWithVector(x, *this->cachedRowVector);
if (b != nullptr) {
storm::utility::vector::addVectors(*this->cachedRowVector, *b, result);
} else {
A->multiplyWithVector(x, *this->cachedRowVector, b);
result.swap(*this->cachedRowVector);
}
if (!this->isCachingEnabled()) {
clearCache();

32
src/storm/storage/SparseMatrix.cpp
View File

@ -424,7 +424,6 @@ namespace storm {
rowGroupIndices = other.rowGroupIndices;
trivialRowGrouping = other.trivialRowGrouping;
}
return *this;
}
@ -442,7 +441,6 @@ namespace storm {
rowGroupIndices = std::move(other.rowGroupIndices);
trivialRowGrouping = other.trivialRowGrouping;
}
return *this;
}
@ -1293,20 +1291,20 @@ namespace storm {
}
template<typename ValueType>
void SparseMatrix<ValueType>::multiplyWithVector(std::vector<ValueType> const& vector, std::vector<ValueType>& result) const {
void SparseMatrix<ValueType>::multiplyWithVector(std::vector<ValueType> const& vector, std::vector<ValueType>& result, std::vector<value_type> const* summand) const {
#ifdef STORM_HAVE_INTELTBB
if (this->getNonzeroEntryCount() > 10000) {
return this->multiplyWithVectorParallel(vector, result);
return this->multiplyWithVectorParallel(vector, result, summand);
} else {
return this->multiplyWithVectorSequential(vector, result);
return this->multiplyWithVectorSequential(vector, result, summand);
}
#else
return multiplyWithVectorSequential(vector, result);
return multiplyWithVectorSequential(vector, result, summand);
#endif
}
template<typename ValueType>
void SparseMatrix<ValueType>::multiplyWithVectorSequential(std::vector<ValueType> const& vector, std::vector<ValueType>& result) const {
void SparseMatrix<ValueType>::multiplyWithVectorSequential(std::vector<ValueType> const& vector, std::vector<ValueType>& result, std::vector<value_type> const* summand) const {
if (&vector == &result) {
STORM_LOG_WARN("Matrix-vector-multiplication invoked but the target vector uses the same memory as the input vector. This requires to allocate auxiliary memory.");
std::vector<ValueType> tmpVector(this->getRowCount());
@ -1318,9 +1316,18 @@ namespace storm {
std::vector<index_type>::const_iterator rowIterator = rowIndications.begin();
typename std::vector<ValueType>::iterator resultIterator = result.begin();
typename std::vector<ValueType>::iterator resultIteratorEnd = result.end();
typename std::vector<ValueType>::const_iterator summandIterator;
if (summand) {
summandIterator = summand->begin();
}
for (; resultIterator != resultIteratorEnd; ++rowIterator, ++resultIterator) {
if (summand) {
*resultIterator = *summandIterator;
++summandIterator;
} else {
*resultIterator = storm::utility::zero<ValueType>();
}
for (ite = this->begin() + *(rowIterator + 1); it != ite; ++it) {
*resultIterator += it->getValue() * vector[it->getColumn()];
@ -1331,7 +1338,7 @@ namespace storm {
#ifdef STORM_HAVE_INTELTBB
template<typename ValueType>
void SparseMatrix<ValueType>::multiplyWithVectorParallel(std::vector<ValueType> const& vector, std::vector<ValueType>& result) const {
void SparseMatrix<ValueType>::multiplyWithVectorParallel(std::vector<ValueType> const& vector, std::vector<ValueType>& result, std::vector<value_type> const* summand) const {
if (&vector == &result) {
STORM_LOG_WARN("Matrix-vector-multiplication invoked but the target vector uses the same memory as the input vector. This requires to allocate auxiliary memory.");
std::vector<ValueType> tmpVector(this->getRowCount());
@ -1348,9 +1355,18 @@ namespace storm {
std::vector<index_type>::const_iterator rowIteratorEnd = this->rowIndications.begin() + endRow;
typename std::vector<ValueType>::iterator resultIterator = result.begin() + startRow;
typename std::vector<ValueType>::iterator resultIteratorEnd = result.begin() + endRow;
typename std::vector<ValueType>::const_iterator summandIterator;
if (summand) {
summandIterator = summand->begin() + startRow;
}
for (; resultIterator != resultIteratorEnd; ++rowIterator, ++resultIterator) {
if (summand) {
*resultIterator = *summandIterator;
++summandIterator;
} else {
*resultIterator = storm::utility::zero<ValueType>();
}
for (ite = this->begin() + *(rowIterator + 1); it != ite; ++it) {
*resultIterator += it->getValue() * vector[it->getColumn()];

10
src/storm/storage/SparseMatrix.h
View File

@ -773,9 +773,10 @@ namespace storm {
*
* @param vector The vector with which to multiply the matrix.
* @param result The vector that is supposed to hold the result of the multiplication after the operation.
* @param summand If given, this summand will be added to the result of the multiplication.
* @return The product of the matrix and the given vector as the content of the given result vector.
*/
void multiplyWithVector(std::vector<value_type> const& vector, std::vector<value_type>& result) const;
void multiplyWithVector(std::vector<value_type> const& vector, std::vector<value_type>& result, std::vector<value_type> const* summand = nullptr) const;
/*!
* Multiplies a single row of the matrix with the given vector and returns the result
@ -826,9 +827,10 @@ namespace storm {
*
* @param vector The vector with which to multiply the matrix.
* @param result The vector that is supposed to hold the result of the multiplication after the operation.
* @param summand If given, this summand will be added to the result of the multiplication.
* @return The product of the matrix and the given vector as the content of the given result vector.
*/
void multiplyWithVectorSequential(std::vector<value_type> const& vector, std::vector<value_type>& result) const;
void multiplyWithVectorSequential(std::vector<value_type> const& vector, std::vector<value_type>& result, std::vector<value_type> const* summand = nullptr) const;
#ifdef STORM_HAVE_INTELTBB
/*!
@ -837,9 +839,10 @@ namespace storm {
*
* @param vector The vector with which to multiply the matrix.
* @param result The vector that is supposed to hold the result of the multiplication after the operation.
* @param summand If given, this summand will be added to the result.
* @return The product of the matrix and the given vector as the content of the given result vector.
*/
void multiplyWithVectorParallel(std::vector<value_type> const& vector, std::vector<value_type>& result) const;
void multiplyWithVectorParallel(std::vector<value_type> const& vector, std::vector<value_type>& result, std::vector<value_type> const* summand = nullptr) const;
#endif
/*!
@ -1077,7 +1080,6 @@ namespace storm {
// A vector indicating the row groups of the matrix. This needs to be mutible in case we create it on-the-fly.
mutable boost::optional<std::vector<index_type>> rowGroupIndices;
};
#ifdef STORM_HAVE_CARL

1
src/test/storm/solver/NativeMinMaxLinearEquationSolverTest.cpp
View File

@ -22,6 +22,7 @@ TEST(NativeMinMaxLinearEquationSolver, SolveWithStandardOptions) {
auto solver = factory.create(A);
ASSERT_NO_THROW(solver->solveEquations(storm::OptimizationDirection::Minimize, x, b));
ASSERT_LT(std::abs(x[0] - 0.5), storm::settings::getModule<storm::settings::modules::NativeEquationSolverSettings>().getPrecision());
ASSERT_NO_THROW(solver->solveEquations(storm::OptimizationDirection::Maximize, x, b));

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