You can not select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
 
 
 
 

141 lines
8.6 KiB

#ifndef STORM_SOLVER_NATIVELINEAREQUATIONSOLVER_H_
#define STORM_SOLVER_NATIVELINEAREQUATIONSOLVER_H_
#include <ostream>
#include "storm/solver/LinearEquationSolver.h"
#include "storm/solver/SolverSelectionOptions.h"
#include "storm/solver/NativeMultiplier.h"
#include "storm/solver/SolverStatus.h"
#include "storm/solver/helper/SoundValueIterationHelper.h"
#include "storm/utility/NumberTraits.h"
namespace storm {
class Environment;
namespace solver {
/*!
* A class that uses storm's native matrix operations to implement the LinearEquationSolver interface.
*/
template<typename ValueType>
class NativeLinearEquationSolver : public LinearEquationSolver<ValueType> {
public:
NativeLinearEquationSolver();
NativeLinearEquationSolver(storm::storage::SparseMatrix<ValueType> const& A);
NativeLinearEquationSolver(storm::storage::SparseMatrix<ValueType>&& A);
virtual void setMatrix(storm::storage::SparseMatrix<ValueType> const& A) override;
virtual void setMatrix(storm::storage::SparseMatrix<ValueType>&& A) override;
virtual LinearEquationSolverProblemFormat getEquationProblemFormat(storm::Environment const& env) const override;
virtual LinearEquationSolverRequirements getRequirements(Environment const& env) const override;
virtual void clearCache() const override;
protected:
virtual bool internalSolveEquations(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const override;
private:
struct PowerIterationResult {
PowerIterationResult(uint64_t iterations, SolverStatus status) : iterations(iterations), status(status) {
// Intentionally left empty.
}
uint64_t iterations;
SolverStatus status;
};
template <typename ValueTypePrime>
friend class NativeLinearEquationSolver;
PowerIterationResult performPowerIteration(Environment const& env, std::vector<ValueType>*& currentX, std::vector<ValueType>*& newX, std::vector<ValueType> const& b, ValueType const& precision, bool relative, SolverGuarantee const& guarantee, uint64_t currentIterations, uint64_t maxIterations, storm::solver::MultiplicationStyle const& multiplicationStyle) const;
void logIterations(bool converged, bool terminate, uint64_t iterations) const;
virtual uint64_t getMatrixRowCount() const override;
virtual uint64_t getMatrixColumnCount() const override;
NativeLinearEquationSolverMethod getMethod(Environment const& env, bool isExactMode) const;
virtual bool solveEquationsSOR(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b, ValueType const& omega) const;
virtual bool solveEquationsJacobi(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
virtual bool solveEquationsWalkerChae(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
virtual bool solveEquationsPower(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
virtual bool solveEquationsSoundValueIteration(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
virtual bool solveEquationsOptimisticValueIteration(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
virtual bool solveEquationsIntervalIteration(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
virtual bool solveEquationsRationalSearch(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
template<typename RationalType, typename ImpreciseType>
bool solveEquationsRationalSearchHelper(storm::Environment const& env, NativeLinearEquationSolver<ImpreciseType> const& impreciseSolver, storm::storage::SparseMatrix<RationalType> const& rationalA, std::vector<RationalType>& rationalX, std::vector<RationalType> const& rationalB, storm::storage::SparseMatrix<ImpreciseType> const& A, std::vector<ImpreciseType>& x, std::vector<ImpreciseType> const& b, std::vector<ImpreciseType>& tmpX) const;
template<typename ImpreciseType>
typename std::enable_if<std::is_same<ValueType, ImpreciseType>::value && !NumberTraits<ValueType>::IsExact, bool>::type solveEquationsRationalSearchHelper(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
template<typename ImpreciseType>
typename std::enable_if<std::is_same<ValueType, ImpreciseType>::value && NumberTraits<ValueType>::IsExact, bool>::type solveEquationsRationalSearchHelper(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
template<typename ImpreciseType>
typename std::enable_if<!std::is_same<ValueType, ImpreciseType>::value, bool>::type solveEquationsRationalSearchHelper(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
template<typename RationalType, typename ImpreciseType>
static bool sharpen(uint64_t precision, storm::storage::SparseMatrix<RationalType> const& A, std::vector<ImpreciseType> const& x, std::vector<RationalType> const& b, std::vector<RationalType>& tmp);
static bool isSolution(storm::storage::SparseMatrix<ValueType> const& matrix, std::vector<ValueType> const& values, std::vector<ValueType> const& b);
// If the solver takes posession of the matrix, we store the moved matrix in this member, so it gets deleted
// when the solver is destructed.
std::unique_ptr<storm::storage::SparseMatrix<ValueType>> localA;
// A pointer to the original sparse matrix given to this solver. If the solver takes posession of the matrix
// the pointer refers to localA.
storm::storage::SparseMatrix<ValueType> const* A;
// An object to dispatch all multiplication operations.
mutable std::unique_ptr<Multiplier<ValueType>> multiplier;
// cached auxiliary data
mutable std::unique_ptr<std::vector<ValueType>> cachedRowVector2; // A.getRowCount() rows
mutable std::unique_ptr<storm::solver::helper::SoundValueIterationHelper<ValueType>> soundValueIterationHelper;
struct JacobiDecomposition {
JacobiDecomposition(Environment const& env, storm::storage::SparseMatrix<ValueType> const& A);
storm::storage::SparseMatrix<ValueType> LUMatrix;
std::vector<ValueType> DVector;
std::unique_ptr<storm::solver::Multiplier<ValueType>> multiplier;
};
mutable std::unique_ptr<JacobiDecomposition> jacobiDecomposition;
struct WalkerChaeData {
WalkerChaeData(Environment const& env, storm::storage::SparseMatrix<ValueType> const& originalMatrix, std::vector<ValueType> const& originalB);
void computeWalkerChaeMatrix(storm::storage::SparseMatrix<ValueType> const& originalMatrix);
void computeNewB(std::vector<ValueType> const& originalB);
void precomputeAuxiliaryData();
storm::storage::SparseMatrix<ValueType> matrix;
std::vector<ValueType> b;
ValueType t;
std::unique_ptr<storm::solver::Multiplier<ValueType>> multiplier;
// Auxiliary data.
std::vector<ValueType> columnSums;
std::vector<ValueType> newX;
};
mutable std::unique_ptr<WalkerChaeData> walkerChaeData;
};
template<typename ValueType>
class NativeLinearEquationSolverFactory : public LinearEquationSolverFactory<ValueType> {
public:
using LinearEquationSolverFactory<ValueType>::create;
virtual std::unique_ptr<storm::solver::LinearEquationSolver<ValueType>> create(Environment const& env) const override;
virtual std::unique_ptr<LinearEquationSolverFactory<ValueType>> clone() const override;
};
}
}
#endif /* STORM_SOLVER_NATIVELINEAREQUATIONSOLVER_H_ */