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creating solver only once

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Timo Philipp Gros 8 years ago
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b90e88c365
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dd8ada13cd
2 changed files with 31 additions and 45 deletions
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  1. 70
      src/storm/modelchecker/csl/helper/SparseMarkovAutomatonCslHelper.cpp
  2. 6
      src/storm/modelchecker/csl/helper/SparseMarkovAutomatonCslHelper.h

70
src/storm/modelchecker/csl/helper/SparseMarkovAutomatonCslHelper.cpp
View File

@ -213,7 +213,7 @@ namespace storm {
} }
template <typename ValueType, typename std::enable_if<storm::NumberTraits<ValueType>::SupportsExponential, int>::type> template <typename ValueType, typename std::enable_if<storm::NumberTraits<ValueType>::SupportsExponential, int>::type>
void SparseMarkovAutomatonCslHelper::calculateVu(std::vector<std::vector<ValueType>> const& relativeReachability, OptimizationDirection dir, uint64_t k, uint64_t node, ValueType lambda, std::vector<std::vector<ValueType>>& vu, std::vector<std::vector<ValueType>>& wu, storm::storage::SparseMatrix<ValueType> const& fullTransitionMatrix, storm::storage::BitVector const& markovianStates, storm::storage::BitVector const& psiStates, storm::solver::MinMaxLinearEquationSolverFactory<ValueType> const& minMaxLinearEquationSolverFactory){
void SparseMarkovAutomatonCslHelper::calculateVu(std::vector<std::vector<ValueType>> const& relativeReachability, OptimizationDirection dir, uint64_t k, uint64_t node, ValueType lambda, std::vector<std::vector<ValueType>>& vu, std::vector<std::vector<ValueType>>& wu, storm::storage::SparseMatrix<ValueType> const& fullTransitionMatrix, storm::storage::BitVector const& markovianStates, storm::storage::BitVector const& psiStates, std::unique_ptr<storm::solver::MinMaxLinearEquationSolver<ValueType>> const& solver){
if (vu[k][node]!=-1){return;} //dynamic programming. avoiding multiple calculation. if (vu[k][node]!=-1){return;} //dynamic programming. avoiding multiple calculation.
uint64_t N = vu.size()-1; uint64_t N = vu.size()-1;
auto rowGroupIndices = fullTransitionMatrix.getRowGroupIndices(); auto rowGroupIndices = fullTransitionMatrix.getRowGroupIndices();
@ -221,7 +221,7 @@ namespace storm {
ValueType res =0; ValueType res =0;
for (uint64_t i = k ; i < N ; i++ ){ for (uint64_t i = k ; i < N ; i++ ){
if (wu[N-1-(i-k)][node]==-1){ if (wu[N-1-(i-k)][node]==-1){
calculateWu(relativeReachability, dir, (N-1-(i-k)),node,lambda,wu,fullTransitionMatrix,markovianStates,psiStates, minMaxLinearEquationSolverFactory);
calculateWu(relativeReachability, dir, (N-1-(i-k)),node,lambda,wu,fullTransitionMatrix,markovianStates,psiStates, solver);
} }
res+=poisson(lambda, i)*wu[N-1-(i-k)][node]; res+=poisson(lambda, i)*wu[N-1-(i-k)][node];
} }
@ -229,7 +229,7 @@ namespace storm {
} }
template <typename ValueType, typename std::enable_if<storm::NumberTraits<ValueType>::SupportsExponential, int>::type> template <typename ValueType, typename std::enable_if<storm::NumberTraits<ValueType>::SupportsExponential, int>::type>
void SparseMarkovAutomatonCslHelper::calculateWu(std::vector<std::vector<ValueType>> const& relativeReachability, OptimizationDirection dir, uint64_t k, uint64_t node, ValueType lambda, std::vector<std::vector<ValueType>>& wu, storm::storage::SparseMatrix<ValueType> const& fullTransitionMatrix, storm::storage::BitVector const& markovianStates, storm::storage::BitVector const& psiStates, storm::solver::MinMaxLinearEquationSolverFactory<ValueType> const& minMaxLinearEquationSolverFactory){
void SparseMarkovAutomatonCslHelper::calculateWu(std::vector<std::vector<ValueType>> const& relativeReachability, OptimizationDirection dir, uint64_t k, uint64_t node, ValueType lambda, std::vector<std::vector<ValueType>>& wu, storm::storage::SparseMatrix<ValueType> const& fullTransitionMatrix, storm::storage::BitVector const& markovianStates, storm::storage::BitVector const& psiStates, std::unique_ptr<storm::solver::MinMaxLinearEquationSolver<ValueType>> const& solver){
if (wu[k][node]!=-1){return;} //dynamic programming. avoiding multiple calculation. if (wu[k][node]!=-1){return;} //dynamic programming. avoiding multiple calculation.
std::ofstream logfile("U+logfile.txt", std::ios::app); std::ofstream logfile("U+logfile.txt", std::ios::app);
@ -256,7 +256,7 @@ namespace storm {
for (auto &element : line){ for (auto &element : line){
uint64_t to = element.getColumn(); uint64_t to = element.getColumn();
if (wu[k+1][to]==-1){ if (wu[k+1][to]==-1){
calculateWu(relativeReachability, dir, k+1,to,lambda,wu,fullTransitionMatrix,markovianStates,psiStates, minMaxLinearEquationSolverFactory);
calculateWu(relativeReachability, dir, k+1,to,lambda,wu,fullTransitionMatrix,markovianStates,psiStates, solver);
} }
res+=element.getValue()*wu[k+1][to]; res+=element.getValue()*wu[k+1][to];
} }
@ -284,7 +284,7 @@ namespace storm {
continue; continue;
} }
if (wu[k][to]==-1){ if (wu[k][to]==-1){
calculateWu(relativeReachability, dir, k, to, lambda, wu, fullTransitionMatrix, markovianStates, psiStates, minMaxLinearEquationSolverFactory);
calculateWu(relativeReachability, dir, k, to, lambda, wu, fullTransitionMatrix, markovianStates, psiStates, solver);
} }
res = res + relativeReachability[j][to]*wu[k][to]; res = res + relativeReachability[j][to]*wu[k][to];
} }
@ -297,19 +297,6 @@ namespace storm {
logfile << b[i] << "\n"; logfile << b[i] << "\n";
} }
storm::solver::MinMaxLinearEquationSolverRequirements requirements = minMaxLinearEquationSolverFactory.getRequirements(true, dir);
requirements.clearBounds();
STORM_LOG_THROW(requirements.empty(), storm::exceptions::UncheckedRequirementException, "Cannot establish requirements for solver.");
std::unique_ptr<storm::solver::MinMaxLinearEquationSolver<ValueType>> solver = minMaxLinearEquationSolverFactory.create(probMatrix);
solver->setHasUniqueSolution();
solver->setBounds(storm::utility::zero<ValueType>(), storm::utility::one<ValueType>());
solver->setRequirementsChecked();
solver->setCachingEnabled(true);
solver->solveEquations(dir, x, b); solver->solveEquations(dir, x, b);
for (uint64_t i =0 ; i<probSize ; i++){ for (uint64_t i =0 ; i<probSize ; i++){
@ -348,7 +335,7 @@ namespace storm {
} }
template <typename ValueType, typename std::enable_if<storm::NumberTraits<ValueType>::SupportsExponential, int>::type> template <typename ValueType, typename std::enable_if<storm::NumberTraits<ValueType>::SupportsExponential, int>::type>
void SparseMarkovAutomatonCslHelper::calculateVd(std::vector<std::vector<ValueType>> const& relativeReachability, OptimizationDirection dir, uint64_t k, uint64_t node, ValueType lambda, std::vector<std::vector<ValueType>>& vd, storm::storage::SparseMatrix<ValueType> const& fullTransitionMatrix, storm::storage::BitVector const& markovianStates, storm::storage::BitVector const& psiStates, storm::solver::MinMaxLinearEquationSolverFactory<ValueType> const& minMaxLinearEquationSolverFactory){
void SparseMarkovAutomatonCslHelper::calculateVd(std::vector<std::vector<ValueType>> const& relativeReachability, OptimizationDirection dir, uint64_t k, uint64_t node, ValueType lambda, std::vector<std::vector<ValueType>>& vd, storm::storage::SparseMatrix<ValueType> const& fullTransitionMatrix, storm::storage::BitVector const& markovianStates, storm::storage::BitVector const& psiStates, std::unique_ptr<storm::solver::MinMaxLinearEquationSolver<ValueType>> const& solver){
std::ofstream logfile("U+logfile.txt", std::ios::app); std::ofstream logfile("U+logfile.txt", std::ios::app);
@ -386,7 +373,7 @@ namespace storm {
for (auto &element : line){ for (auto &element : line){
uint64_t to = element.getColumn(); uint64_t to = element.getColumn();
if (vd[k+1][to]==-1){ if (vd[k+1][to]==-1){
calculateVd(relativeReachability, dir,k+1,to,lambda,vd, fullTransitionMatrix, markovianStates,psiStates, minMaxLinearEquationSolverFactory);
calculateVd(relativeReachability, dir,k+1,to,lambda,vd, fullTransitionMatrix, markovianStates,psiStates, solver);
} }
res+=element.getValue()*vd[k+1][to]; res+=element.getValue()*vd[k+1][to];
} }
@ -417,7 +404,7 @@ namespace storm {
continue; continue;
} }
if (vd[k][to]==-1){ if (vd[k][to]==-1){
calculateVd(relativeReachability, dir, k, to, lambda, vd, fullTransitionMatrix, markovianStates, psiStates, minMaxLinearEquationSolverFactory);
calculateVd(relativeReachability, dir, k, to, lambda, vd, fullTransitionMatrix, markovianStates, psiStates, solver);
} }
res = res + relativeReachability[j][to]*vd[k][to]; res = res + relativeReachability[j][to]*vd[k][to];
} }
@ -431,20 +418,6 @@ namespace storm {
logfile << b[i] << "\n"; logfile << b[i] << "\n";
} }
storm::solver::MinMaxLinearEquationSolverRequirements requirements = minMaxLinearEquationSolverFactory.getRequirements(true, dir);
requirements.clearBounds();
STORM_LOG_THROW(requirements.empty(), storm::exceptions::UncheckedRequirementException, "Cannot establish requirements for solver.");
std::unique_ptr<storm::solver::MinMaxLinearEquationSolver<ValueType>> solver = minMaxLinearEquationSolverFactory.create(probMatrix);
solver->setHasUniqueSolution();
solver->setBounds(storm::utility::zero<ValueType>(), storm::utility::one<ValueType>());
solver->setRequirementsChecked();
solver->setCachingEnabled(true);
solver->solveEquations(dir, x, b); solver->solveEquations(dir, x, b);
logfile << "vd goal vector x is \n"; logfile << "vd goal vector x is \n";
for (int i =0 ; i<probMatrix.getRowCount(); i++){ for (int i =0 ; i<probMatrix.getRowCount(); i++){
@ -617,6 +590,8 @@ namespace storm {
//bitvectors to identify different kind of states //bitvectors to identify different kind of states
storm::storage::BitVector allStates(markovianStates.size(), true); storm::storage::BitVector allStates(markovianStates.size(), true);
auto probabilisticStates = ~markovianStates;
//vectors to save calculation //vectors to save calculation
std::vector<std::vector<ValueType>> vd,vu,wu; std::vector<std::vector<ValueType>> vd,vu,wu;
@ -625,10 +600,9 @@ namespace storm {
//transition matrix with diagonal entries. The values can be changed during uniformisation //transition matrix with diagonal entries. The values can be changed during uniformisation
std::vector<ValueType> exitRate{exitRateVector}; std::vector<ValueType> exitRate{exitRateVector};
typename storm::storage::SparseMatrix<ValueType> fullTransitionMatrix = transitionMatrix.getSubmatrix(true, allStates , allStates , true); typename storm::storage::SparseMatrix<ValueType> fullTransitionMatrix = transitionMatrix.getSubmatrix(true, allStates , allStates , true);
auto rowGroupIndices = fullTransitionMatrix.getRowGroupIndices();
typename storm::storage::SparseMatrix<ValueType> probMatrix = fullTransitionMatrix.getSubmatrix(true, ~markovianStates , ~markovianStates, true);
auto rowGroupIndices = fullTransitionMatrix.getRowGroupIndices();
//(1) define horizon, epsilon, kappa , N, lambda, //(1) define horizon, epsilon, kappa , N, lambda,
@ -666,9 +640,20 @@ namespace storm {
} }
} }
//create equitation solver
storm::solver::MinMaxLinearEquationSolverRequirements requirements = minMaxLinearEquationSolverFactory.getRequirements(true, dir);
requirements.clearBounds();
STORM_LOG_THROW(requirements.empty(), storm::exceptions::UncheckedRequirementException, "Cannot establish requirements for solver.");
std::unique_ptr<storm::solver::MinMaxLinearEquationSolver<ValueType>> solver = minMaxLinearEquationSolverFactory.create(probMatrix);
printTransitions(relReachability, exitRateVector, fullTransitionMatrix, markovianStates, psiStates, psiStates, psiStates, vd,vu,wu); // TODO: delete when develepmont is finished
solver->setHasUniqueSolution();
solver->setBounds(storm::utility::zero<ValueType>(), storm::utility::one<ValueType>());
solver->setRequirementsChecked();
solver->setCachingEnabled(true);
printTransitions(relReachability, exitRateVector, fullTransitionMatrix, markovianStates, psiStates, psiStates, psiStates, vd,vu,wu); // TODO: delete when develepmont is finished
// while not close enough to precision: // while not close enough to precision:
do { do {
// (2) update parameter // (2) update parameter
@ -707,14 +692,15 @@ namespace storm {
vd = std::vector<std::vector<ValueType>> (N + 1, init); vd = std::vector<std::vector<ValueType>> (N + 1, init);
vu = std::vector<std::vector<ValueType>> (N + 1, init); vu = std::vector<std::vector<ValueType>> (N + 1, init);
wu = std::vector<std::vector<ValueType>> (N + 1, init); wu = std::vector<std::vector<ValueType>> (N + 1, init);
// (5) calculate vectors and maxNorm // (5) calculate vectors and maxNorm
for (uint64_t i = 0; i < numberOfStates; i++) { for (uint64_t i = 0; i < numberOfStates; i++) {
for (uint64_t k = N; k <= N; k--) { for (uint64_t k = N; k <= N; k--) {
calculateVd(relReachability, dir, k, i, T*lambda, vd, fullTransitionMatrix, markovianStates, psiStates, minMaxLinearEquationSolverFactory);
calculateWu(relReachability, dir, k, i, T*lambda, wu, fullTransitionMatrix, markovianStates, psiStates, minMaxLinearEquationSolverFactory);
calculateVu(relReachability, dir, k, i, T*lambda, vu, wu, fullTransitionMatrix, markovianStates, psiStates, minMaxLinearEquationSolverFactory);
calculateVd(relReachability, dir, k, i, T*lambda, vd, fullTransitionMatrix, markovianStates, psiStates, solver);
calculateWu(relReachability, dir, k, i, T*lambda, wu, fullTransitionMatrix, markovianStates, psiStates, solver);
calculateVu(relReachability, dir, k, i, T*lambda, vu, wu, fullTransitionMatrix, markovianStates, psiStates, solver);
//also use iteration to keep maxNorm of vd and vu up to date, so the loop-condition is easy to prove //also use iteration to keep maxNorm of vd and vu up to date, so the loop-condition is easy to prove
ValueType diff = std::abs(vd[k][i]-vu[k][i]); ValueType diff = std::abs(vd[k][i]-vu[k][i]);
maxNorm = std::max(maxNorm, diff); maxNorm = std::max(maxNorm, diff);

6
src/storm/modelchecker/csl/helper/SparseMarkovAutomatonCslHelper.h
View File

@ -98,14 +98,14 @@ namespace storm {
* *
*/ */
template <typename ValueType, typename std::enable_if<storm::NumberTraits<ValueType>::SupportsExponential, int>::type=0> template <typename ValueType, typename std::enable_if<storm::NumberTraits<ValueType>::SupportsExponential, int>::type=0>
static void calculateVd(std::vector<std::vector<ValueType>> const& relativeReachability, OptimizationDirection dir, uint64_t k, uint64_t node, ValueType lambda, std::vector<std::vector<ValueType>>& vd, storm::storage::SparseMatrix<ValueType> const& fullTransitionMatrix, storm::storage::BitVector const& markovianStates, storm::storage::BitVector const& psiStates, storm::solver::MinMaxLinearEquationSolverFactory<ValueType> const& minMaxLinearEquationSolverFactory);
static void calculateVd(std::vector<std::vector<ValueType>> const& relativeReachability, OptimizationDirection dir, uint64_t k, uint64_t node, ValueType lambda, std::vector<std::vector<ValueType>>& vd, storm::storage::SparseMatrix<ValueType> const& fullTransitionMatrix, storm::storage::BitVector const& markovianStates, storm::storage::BitVector const& psiStates, std::unique_ptr<storm::solver::MinMaxLinearEquationSolver<ValueType>> const& solver);
/*! /*!
* Computes vu vector according to UnifPlus * Computes vu vector according to UnifPlus
* *
*/ */
template <typename ValueType, typename std::enable_if<storm::NumberTraits<ValueType>::SupportsExponential, int>::type=0> template <typename ValueType, typename std::enable_if<storm::NumberTraits<ValueType>::SupportsExponential, int>::type=0>
static void calculateVu(std::vector<std::vector<ValueType>> const& relativeReachability, OptimizationDirection dir, uint64_t k, uint64_t node, ValueType lambda, std::vector<std::vector<ValueType>>& vu, std::vector<std::vector<ValueType>>& wu, storm::storage::SparseMatrix<ValueType> const& fullTransitionMatrix, storm::storage::BitVector const& markovianStates, storm::storage::BitVector const& psiStates, storm::solver::MinMaxLinearEquationSolverFactory<ValueType> const& minMaxLinearEquationSolverFactory);
static void calculateVu(std::vector<std::vector<ValueType>> const& relativeReachability, OptimizationDirection dir, uint64_t k, uint64_t node, ValueType lambda, std::vector<std::vector<ValueType>>& vu, std::vector<std::vector<ValueType>>& wu, storm::storage::SparseMatrix<ValueType> const& fullTransitionMatrix, storm::storage::BitVector const& markovianStates, storm::storage::BitVector const& psiStates, std::unique_ptr<storm::solver::MinMaxLinearEquationSolver<ValueType>> const& solver);
/*! /*!
@ -113,7 +113,7 @@ namespace storm {
* *
*/ */
template <typename ValueType, typename std::enable_if<storm::NumberTraits<ValueType>::SupportsExponential, int>::type=0> template <typename ValueType, typename std::enable_if<storm::NumberTraits<ValueType>::SupportsExponential, int>::type=0>
static void calculateWu(std::vector<std::vector<ValueType>> const& relativeReachability, OptimizationDirection dir, uint64_t k, uint64_t node, ValueType lambda, std::vector<std::vector<ValueType>>& wu, storm::storage::SparseMatrix<ValueType> const& fullTransitionMatrix, storm::storage::BitVector const& markovianStates, storm::storage::BitVector const& psiStates, storm::solver::MinMaxLinearEquationSolverFactory<ValueType> const& minMaxLinearEquationSolverFactory);
static void calculateWu(std::vector<std::vector<ValueType>> const& relativeReachability, OptimizationDirection dir, uint64_t k, uint64_t node, ValueType lambda, std::vector<std::vector<ValueType>>& wu, storm::storage::SparseMatrix<ValueType> const& fullTransitionMatrix, storm::storage::BitVector const& markovianStates, storm::storage::BitVector const& psiStates, std::unique_ptr<storm::solver::MinMaxLinearEquationSolver<ValueType>> const& solver);
/*! /*!
* Prints the TransitionMatrix and the vectors vd, vu, wu to the logfile * Prints the TransitionMatrix and the vectors vd, vu, wu to the logfile

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