#ifndef STORM_SOLVER_GMMXXLINEAREQUATIONSOLVER_H_ #define STORM_SOLVER_GMMXXLINEAREQUATIONSOLVER_H_ #include "AbstractLinearEquationSolver.h" #include "src/adapters/GmmxxAdapter.h" #include "src/utility/ConstTemplates.h" #include "src/settings/Settings.h" #include "src/utility/vector.h" #include "gmm/gmm_matrix.h" #include "gmm/gmm_iter_solvers.h" #include namespace storm { namespace solver { template class GmmxxLinearEquationSolver : public AbstractLinearEquationSolver { public: virtual AbstractLinearEquationSolver* clone() const { return new GmmxxLinearEquationSolver(); } virtual void solveEquationSystem(storm::storage::SparseMatrix const& A, std::vector& x, std::vector const& b) const { // Get the settings object to customize linear solving. storm::settings::Settings* s = storm::settings::Settings::getInstance(); // Prepare an iteration object that determines the accuracy, maximum number of iterations // and the like. uint_fast64_t maxIterations = s->getOptionByLongName("maxIterations").getArgument(0).getValueAsUnsignedInteger(); gmm::iteration iter(s->getOptionByLongName("precision").getArgument(0).getValueAsDouble(), 0, maxIterations); // Print some information about the used preconditioner. std::string const precond = s->getOptionByLongName("preconditioner").getArgument(0).getValueAsString(); LOG4CPLUS_INFO(logger, "Starting iterative solver."); // ALL available solvers must be declared in the cpp File, where the options are registered! // Dito for the Preconditioners std::string const chosenLeMethod = s->getOptionByLongName("leMethod").getArgument(0).getValueAsString(); if (chosenLeMethod == "jacobi") { if (precond != "none") { LOG4CPLUS_WARN(logger, "Requested preconditioner '" << precond << "', which is unavailable for the Jacobi method. Dropping preconditioner."); } } else { if (precond == "ilu") { LOG4CPLUS_INFO(logger, "Using ILU preconditioner."); } else if (precond == "diagonal") { LOG4CPLUS_INFO(logger, "Using diagonal preconditioner."); } else if (precond == "ildlt") { LOG4CPLUS_INFO(logger, "Using ILDLT preconditioner."); } else if (precond == "none") { LOG4CPLUS_INFO(logger, "Using no preconditioner."); } } // Now do the actual solving. if (chosenLeMethod == "bicgstab") { LOG4CPLUS_INFO(logger, "Using BiCGStab method."); // Transform the transition probability matrix to the gmm++ format to use its arithmetic. gmm::csr_matrix* gmmA = storm::adapters::GmmxxAdapter::toGmmxxSparseMatrix(A); if (precond == "ilu") { gmm::bicgstab(*gmmA, x, b, gmm::ilu_precond>(*gmmA), iter); } else if (precond == "diagonal") { gmm::bicgstab(*gmmA, x, b, gmm::diagonal_precond>(*gmmA), iter); } else if (precond == "ildlt") { gmm::bicgstab(*gmmA, x, b, gmm::ildlt_precond>(*gmmA), iter); } else if (precond == "none") { gmm::bicgstab(*gmmA, x, b, gmm::identity_matrix(), iter); } // Check if the solver converged and issue a warning otherwise. if (iter.converged()) { LOG4CPLUS_INFO(logger, "Iterative solver converged after " << iter.get_iteration() << " iterations."); } else { LOG4CPLUS_WARN(logger, "Iterative solver did not converge."); } delete gmmA; } else if (chosenLeMethod == "qmr") { LOG4CPLUS_INFO(logger, "Using QMR method."); // Transform the transition probability matrix to the gmm++ format to use its arithmetic. gmm::csr_matrix* gmmA = storm::adapters::GmmxxAdapter::toGmmxxSparseMatrix(A); if (precond == "ilu") { gmm::qmr(*gmmA, x, b, gmm::ilu_precond>(*gmmA), iter); } else if (precond == "diagonal") { gmm::qmr(*gmmA, x, b, gmm::diagonal_precond>(*gmmA), iter); } else if (precond == "ildlt") { gmm::qmr(*gmmA, x, b, gmm::ildlt_precond>(*gmmA), iter); } else if (precond == "none") { gmm::qmr(*gmmA, x, b, gmm::identity_matrix(), iter); } // Check if the solver converged and issue a warning otherwise. if (iter.converged()) { LOG4CPLUS_INFO(logger, "Iterative solver converged after " << iter.get_iteration() << " iterations."); } else { LOG4CPLUS_WARN(logger, "Iterative solver did not converge."); } delete gmmA; } else if (chosenLeMethod == "lscg") { LOG4CPLUS_INFO(logger, "Using LSCG method."); // Transform the transition probability matrix to the gmm++ format to use its arithmetic. gmm::csr_matrix* gmmA = storm::adapters::GmmxxAdapter::toGmmxxSparseMatrix(A); if (precond != "none") { LOG4CPLUS_WARN(logger, "Requested preconditioner '" << precond << "', which is unavailable for the LSCG method. Dropping preconditioner."); } gmm::least_squares_cg(*gmmA, x, b, iter); // Check if the solver converged and issue a warning otherwise. if (iter.converged()) { LOG4CPLUS_INFO(logger, "Iterative solver converged after " << iter.get_iteration() << " iterations."); } else { LOG4CPLUS_WARN(logger, "Iterative solver did not converge."); } delete gmmA; } else if (chosenLeMethod == "gmres") { LOG4CPLUS_INFO(logger, "Using GMRES method."); // Transform the transition probability matrix to the gmm++ format to use its arithmetic. gmm::csr_matrix* gmmA = storm::adapters::GmmxxAdapter::toGmmxxSparseMatrix(A); if (precond == "ilu") { gmm::gmres(*gmmA, x, b, gmm::ilu_precond>(*gmmA), 50, iter); } else if (precond == "diagonal") { gmm::gmres(*gmmA, x, b, gmm::diagonal_precond>(*gmmA), 50, iter); } else if (precond == "ildlt") { gmm::gmres(*gmmA, x, b, gmm::ildlt_precond>(*gmmA), 50, iter); } else if (precond == "none") { gmm::gmres(*gmmA, x, b, gmm::identity_matrix(), 50, iter); } // Check if the solver converged and issue a warning otherwise. if (iter.converged()) { LOG4CPLUS_INFO(logger, "Iterative solver converged after " << iter.get_iteration() << " iterations."); } else { LOG4CPLUS_WARN(logger, "Iterative solver did not converge."); } delete gmmA; } else if (chosenLeMethod == "jacobi") { LOG4CPLUS_INFO(logger, "Using Jacobi method."); uint_fast64_t iterations = solveLinearEquationSystemWithJacobi(A, x, b); uint_fast64_t maxIterations = s->getOptionByLongName("maxIterations").getArgument(0).getValueAsUnsignedInteger(); // Check if the solver converged and issue a warning otherwise. if (iterations < maxIterations) { LOG4CPLUS_INFO(logger, "Iterative solver converged after " << iterations << " iterations."); } else { LOG4CPLUS_WARN(logger, "Iterative solver did not converge."); } } } virtual void performMatrixVectorMultiplication(storm::storage::SparseMatrix const& A, std::vector& x, std::vector* b, uint_fast64_t n = 1) const { // Transform the transition probability A to the gmm++ format to use its arithmetic. gmm::csr_matrix* gmmxxMatrix = storm::adapters::GmmxxAdapter::toGmmxxSparseMatrix(A); // Set up some temporary variables so that we can just swap pointers instead of copying the result after each // iteration. std::vector* swap = nullptr; std::vector* currentVector = &x; std::vector* tmpVector = new std::vector(A.getRowCount()); // Now perform matrix-vector multiplication as long as we meet the bound. for (uint_fast64_t i = 0; i < n; ++i) { gmm::mult(*gmmxxMatrix, *currentVector, *tmpVector); swap = tmpVector; tmpVector = currentVector; currentVector = swap; // If requested, add an offset to the current result vector. if (b != nullptr) { gmm::add(*b, *currentVector); } } // If we performed an odd number of repetitions, we need to swap the contents of currentVector and x, because // the output is supposed to be stored in x. if (n % 2 == 1) { std::swap(x, *currentVector); delete currentVector; } else { delete tmpVector; } delete gmmxxMatrix; } private: /*! * Solves the linear equation system A*x = b given by the parameters using the Jacobi method. * * @param A The matrix specifying the coefficients of the linear equations. * @param x The solution vector x. The initial values of x represent a guess of the real values to the solver, but * may be ignored. * @param b The right-hand side of the equation system. * @returns The solution vector x of the system of linear equations as the content of the parameter x. * @returns The number of iterations needed until convergence. */ uint_fast64_t solveLinearEquationSystemWithJacobi(storm::storage::SparseMatrix const& A, std::vector& x, std::vector const& b) const { // Get the settings object to customize linear solving. storm::settings::Settings* s = storm::settings::Settings::getInstance(); double precision = s->getOptionByLongName("precision").getArgument(0).getValueAsDouble(); uint_fast64_t maxIterations = s->getOptionByLongName("maxIterations").getArgument(0).getValueAsUnsignedInteger(); bool relative = s->getOptionByLongName("relative").getArgument(0).getValueAsBoolean(); // Get a Jacobi decomposition of the matrix A. typename storm::storage::SparseMatrix::SparseJacobiDecomposition_t jacobiDecomposition = A.getJacobiDecomposition(); // Convert the (inverted) diagonal matrix to gmm++'s format. gmm::csr_matrix* gmmxxDiagonalInverted = storm::adapters::GmmxxAdapter::toGmmxxSparseMatrix(std::move(jacobiDecomposition.second)); // Convert the LU matrix to gmm++'s format. gmm::csr_matrix* gmmxxLU = storm::adapters::GmmxxAdapter::toGmmxxSparseMatrix(std::move(jacobiDecomposition.first)); LOG4CPLUS_INFO(logger, "Starting iterative Jacobi Solver."); // x_(k + 1) = D^-1 * (b - R * x_k) // In x we keep a copy of the result for swapping in the loop (e.g. less copy-back). std::vector* xNext = new std::vector(x.size()); const std::vector* xCopy = xNext; std::vector* xCurrent = &x; // Target vector for precision calculation. std::vector tmpX(x.size()); // Set up additional environment variables. uint_fast64_t iterationCount = 0; bool converged = false; while (!converged && iterationCount < maxIterations) { // R * x_k (xCurrent is x_k) -> xNext gmm::mult(*gmmxxLU, *xCurrent, tmpX); // b - R * x_k (xNext contains R * x_k) -> xNext gmm::add(b, gmm::scaled(tmpX, -1.0), tmpX); // D^-1 * (b - R * x_k) -> xNext gmm::mult(*gmmxxDiagonalInverted, tmpX, *xNext); // Swap xNext with xCurrent so that the next iteration can use xCurrent again without having to copy the // vector. std::vector *const swap = xNext; xNext = xCurrent; xCurrent = swap; // Now check if the process already converged within our precision. converged = storm::utility::vector::equalModuloPrecision(*xCurrent, *xNext, precision, relative); // Increase iteration count so we can abort if convergence is too slow. ++iterationCount; } // If the last iteration did not write to the original x we have to swap the contents, because the output has to // be written to the parameter x. if (xCurrent == xCopy) { std::swap(x, *xCurrent); } // As xCopy always points to the copy of x used for swapping, we can safely delete it. delete xCopy; // Also delete the other dynamically allocated variables. delete gmmxxDiagonalInverted; delete gmmxxLU; return iterationCount; } }; } // namespace solver } // namespace storm #endif /* STORM_SOLVER_GMMXXLINEAREQUATIONSOLVER_H_ */