#ifndef STORM_MODELCHECKER_CSL_SPARSEMARKOVAUTOMATONCSLMODELCHECKER_H_ #define STORM_MODELCHECKER_CSL_SPARSEMARKOVAUTOMATONCSLMODELCHECKER_H_ #include <stack> #include <utility> #include "src/modelchecker/csl/AbstractModelChecker.h" #include "src/modelchecker/prctl/SparseMdpPrctlModelChecker.h" #include "src/models/MarkovAutomaton.h" #include "src/storage/BitVector.h" #include "src/storage/MaximalEndComponentDecomposition.h" #include "src/solver/NondeterministicLinearEquationSolver.h" #include "src/solver/LpSolver.h" #include "src/utility/solver.h" #include "src/utility/graph.h" #include "src/exceptions/NotImplementedException.h" namespace storm { namespace modelchecker { namespace csl { template<typename ValueType> class SparseMarkovAutomatonCslModelChecker : public AbstractModelChecker<ValueType> { public: explicit SparseMarkovAutomatonCslModelChecker(storm::models::MarkovAutomaton<ValueType> const& model, std::shared_ptr<storm::solver::NondeterministicLinearEquationSolver<ValueType>> nondeterministicLinearEquationSolver) : AbstractModelChecker<ValueType>(model), minimumOperatorStack(), nondeterministicLinearEquationSolver(nondeterministicLinearEquationSolver) { // Intentionally left empty. } /* This Second constructor is NEEDED and a workaround for a common Bug in C++ with nested templates See: http://stackoverflow.com/questions/14401308/visual-c-cannot-deduce-given-template-arguments-for-function-used-as-defaul */ explicit SparseMarkovAutomatonCslModelChecker(storm::models::MarkovAutomaton<ValueType> const& model) : AbstractModelChecker<ValueType>(model), minimumOperatorStack(), nondeterministicLinearEquationSolver(storm::utility::solver::getNondeterministicLinearEquationSolver<ValueType>()) { // Intentionally left empty. } /*! * Returns a constant reference to the MDP associated with this model checker. * @returns A constant reference to the MDP associated with this model checker. */ storm::models::MarkovAutomaton<ValueType> const& getModel() const { return AbstractModelChecker<ValueType>::template getModel<storm::models::MarkovAutomaton<ValueType>>(); } std::vector<ValueType> checkUntil(storm::property::csl::Until<ValueType> const& formula, bool qualitative) const { storm::storage::BitVector leftStates = formula.getLeft().check(*this); storm::storage::BitVector rightStates = formula.getRight().check(*this); return computeUnboundedUntilProbabilities(minimumOperatorStack.top(), leftStates, rightStates, qualitative).first; } std::pair<std::vector<ValueType>, storm::storage::TotalScheduler> computeUnboundedUntilProbabilities(bool min, storm::storage::BitVector const& leftStates, storm::storage::BitVector const& rightStates, bool qualitative) const { return storm::modelchecker::prctl::SparseMdpPrctlModelChecker<ValueType>::computeUnboundedUntilProbabilities(min, this->getModel().getTransitionMatrix(), this->getModel().getBackwardTransitions(), this->getModel().getInitialStates(), leftStates, rightStates, nondeterministicLinearEquationSolver, qualitative); } std::vector<ValueType> checkTimeBoundedUntil(storm::property::csl::TimeBoundedUntil<ValueType> const& formula, bool qualitative) const { throw storm::exceptions::NotImplementedException() << "Model checking Until formulas on Markov automata is not yet implemented."; } std::vector<ValueType> checkTimeBoundedEventually(storm::property::csl::TimeBoundedEventually<ValueType> const& formula, bool qualitative) const { storm::storage::BitVector goalStates = formula.getChild().check(*this); return this->checkTimeBoundedEventually(this->minimumOperatorStack.top(), goalStates, formula.getLowerBound(), formula.getUpperBound()); } std::vector<ValueType> checkGlobally(storm::property::csl::Globally<ValueType> const& formula, bool qualitative) const { throw storm::exceptions::NotImplementedException() << "Model checking Globally formulas on Markov automata is not yet implemented."; } std::vector<ValueType> checkEventually(storm::property::csl::Eventually<ValueType> const& formula, bool qualitative) const { storm::storage::BitVector subFormulaStates = formula.getChild().check(*this); return computeUnboundedUntilProbabilities(minimumOperatorStack.top(), storm::storage::BitVector(this->getModel().getNumberOfStates(), true), subFormulaStates, qualitative).first; } std::vector<ValueType> checkNext(storm::property::csl::Next<ValueType> const& formula, bool qualitative) const { throw storm::exceptions::NotImplementedException() << "Model checking Next formulas on Markov automata is not yet implemented."; } std::vector<ValueType> checkNoBoundOperator(storm::property::csl::AbstractNoBoundOperator<ValueType> const& formula) const { // Check if the operator was an non-optimality operator and report an error in that case. if (!formula.isOptimalityOperator()) { LOG4CPLUS_ERROR(logger, "Formula does not specify neither min nor max optimality, which is not meaningful for nondeterministic models."); throw storm::exceptions::InvalidArgumentException() << "Formula does not specify neither min nor max optimality, which is not meaningful for nondeterministic models."; } minimumOperatorStack.push(formula.isMinimumOperator()); std::vector<ValueType> result = formula.check(*this, false); minimumOperatorStack.pop(); return result; } static void computeBoundedReachabilityProbabilities(bool min, storm::storage::SparseMatrix<ValueType> const& transitionMatrix, std::vector<ValueType> const& exitRates, storm::storage::BitVector const& markovianStates, storm::storage::BitVector const& goalStates, storm::storage::BitVector const& markovianNonGoalStates, storm::storage::BitVector const& probabilisticNonGoalStates, std::vector<ValueType>& markovianNonGoalValues, std::vector<ValueType>& probabilisticNonGoalValues, ValueType delta, uint_fast64_t numberOfSteps) { // Start by computing four sparse matrices: // * a matrix aMarkovian with all (discretized) transitions from Markovian non-goal states to all Markovian non-goal states. // * a matrix aMarkovianToProbabilistic with all (discretized) transitions from Markovian non-goal states to all probabilistic non-goal states. // * a matrix aProbabilistic with all (non-discretized) transitions from probabilistic non-goal states to other probabilistic non-goal states. // * a matrix aProbabilisticToMarkovian with all (non-discretized) transitions from probabilistic non-goal states to all Markovian non-goal states. typename storm::storage::SparseMatrix<ValueType> aMarkovian = transitionMatrix.getSubmatrix(true, markovianNonGoalStates, markovianNonGoalStates, true); typename storm::storage::SparseMatrix<ValueType> aMarkovianToProbabilistic = transitionMatrix.getSubmatrix(true, markovianNonGoalStates, probabilisticNonGoalStates); typename storm::storage::SparseMatrix<ValueType> aProbabilistic = transitionMatrix.getSubmatrix(true, probabilisticNonGoalStates, probabilisticNonGoalStates); typename storm::storage::SparseMatrix<ValueType> aProbabilisticToMarkovian = transitionMatrix.getSubmatrix(true, probabilisticNonGoalStates, markovianNonGoalStates); // The matrices with transitions from Markovian states need to be digitized. // Digitize aMarkovian. Based on whether the transition is a self-loop or not, we apply the two digitization rules. uint_fast64_t rowIndex = 0; for (auto state : markovianNonGoalStates) { for (auto& element : aMarkovian.getRow(rowIndex)) { ValueType eTerm = std::exp(-exitRates[state] * delta); if (element.getColumn() == rowIndex) { element.getValue() = (storm::utility::constantOne<ValueType>() - eTerm) * element.getValue() + eTerm; } else { element.getValue() = (storm::utility::constantOne<ValueType>() - eTerm) * element.getValue(); } } ++rowIndex; } // Digitize aMarkovianToProbabilistic. As there are no self-loops in this case, we only need to apply the digitization formula for regular successors. rowIndex = 0; for (auto state : markovianNonGoalStates) { for (auto& element : aMarkovianToProbabilistic.getRow(rowIndex)) { element.getValue() = (1 - std::exp(-exitRates[state] * delta)) * element.getValue(); } ++rowIndex; } // Initialize the two vectors that hold the variable one-step probabilities to all target states for probabilistic and Markovian (non-goal) states. std::vector<ValueType> bProbabilistic(aProbabilistic.getRowCount()); std::vector<ValueType> bMarkovian(markovianNonGoalStates.getNumberOfSetBits()); // Compute the two fixed right-hand side vectors, one for Markovian states and one for the probabilistic ones. std::vector<ValueType> bProbabilisticFixed = transitionMatrix.getConstrainedRowSumVector(probabilisticNonGoalStates, goalStates); std::vector<ValueType> bMarkovianFixed; bMarkovianFixed.reserve(markovianNonGoalStates.getNumberOfSetBits()); for (auto state : markovianNonGoalStates) { bMarkovianFixed.push_back(storm::utility::constantZero<ValueType>()); for (auto& element : transitionMatrix.getRowGroup(state)) { if (goalStates.get(element.getColumn())) { bMarkovianFixed.back() += (1 - std::exp(-exitRates[state] * delta)) * element.getValue(); } } } std::shared_ptr<storm::solver::NondeterministicLinearEquationSolver<ValueType>> nondeterministiclinearEquationSolver = storm::utility::solver::getNondeterministicLinearEquationSolver<ValueType>(); // Perform the actual value iteration // * loop until the step bound has been reached // * in the loop: // * perform value iteration using A_PSwG, v_PS and the vector b where b = (A * 1_G)|PS + A_PStoMS * v_MS // and 1_G being the characteristic vector for all goal states. // * perform one timed-step using v_MS := A_MSwG * v_MS + A_MStoPS * v_PS + (A * 1_G)|MS std::vector<ValueType> markovianNonGoalValuesSwap(markovianNonGoalValues); std::vector<ValueType> multiplicationResultScratchMemory(aProbabilistic.getRowCount()); std::vector<ValueType> aProbabilisticScratchMemory(probabilisticNonGoalValues.size()); for (uint_fast64_t currentStep = 0; currentStep < numberOfSteps; ++currentStep) { // Start by (re-)computing bProbabilistic = bProbabilisticFixed + aProbabilisticToMarkovian * vMarkovian. aProbabilisticToMarkovian.multiplyWithVector(markovianNonGoalValues, bProbabilistic); storm::utility::vector::addVectorsInPlace(bProbabilistic, bProbabilisticFixed); // Now perform the inner value iteration for probabilistic states. nondeterministiclinearEquationSolver->solveEquationSystem(min, aProbabilistic, probabilisticNonGoalValues, bProbabilistic, &multiplicationResultScratchMemory, &aProbabilisticScratchMemory); // (Re-)compute bMarkovian = bMarkovianFixed + aMarkovianToProbabilistic * vProbabilistic. aMarkovianToProbabilistic.multiplyWithVector(probabilisticNonGoalValues, bMarkovian); storm::utility::vector::addVectorsInPlace(bMarkovian, bMarkovianFixed); aMarkovian.multiplyWithVector(markovianNonGoalValues, markovianNonGoalValuesSwap); std::swap(markovianNonGoalValues, markovianNonGoalValuesSwap); storm::utility::vector::addVectorsInPlace(markovianNonGoalValues, bMarkovian); } // After the loop, perform one more step of the value iteration for PS states. aProbabilisticToMarkovian.multiplyWithVector(markovianNonGoalValues, bProbabilistic); storm::utility::vector::addVectorsInPlace(bProbabilistic, bProbabilisticFixed); nondeterministiclinearEquationSolver->solveEquationSystem(min, aProbabilistic, probabilisticNonGoalValues, bProbabilistic, &multiplicationResultScratchMemory, &aProbabilisticScratchMemory); } std::vector<ValueType> checkTimeBoundedEventually(bool min, storm::storage::BitVector const& goalStates, ValueType lowerBound, ValueType upperBound) const { // Check whether the automaton is closed. if (!this->getModel().isClosed()) { throw storm::exceptions::InvalidArgumentException() << "Unable to compute time-bounded reachability on non-closed Markov automaton."; } // Check whether the given bounds were valid. if (lowerBound < storm::utility::constantZero<ValueType>() || upperBound < storm::utility::constantZero<ValueType>() || upperBound < lowerBound) { throw storm::exceptions::InvalidArgumentException() << "Illegal interval ["; } // Get some data fields for convenient access. typename storm::storage::SparseMatrix<ValueType> const& transitionMatrix = this->getModel().getTransitionMatrix(); std::vector<ValueType> const& exitRates = this->getModel().getExitRates(); storm::storage::BitVector const& markovianStates = this->getModel().getMarkovianStates(); // (1) Compute the accuracy we need to achieve the required error bound. ValueType maxExitRate = this->getModel().getMaximalExitRate(); ValueType delta = (2 * storm::settings::Settings::getInstance()->getOptionByLongName("digiprecision").getArgument(0).getValueAsDouble()) / (upperBound * maxExitRate * maxExitRate); // (2) Compute the number of steps we need to make for the interval. uint_fast64_t numberOfSteps = static_cast<uint_fast64_t>(std::ceil((upperBound - lowerBound) / delta)); std::cout << "Performing " << numberOfSteps << " iterations (delta=" << delta << ") for interval [" << lowerBound << ", " << upperBound << "]." << std::endl; // (3) Compute the non-goal states and initialize two vectors // * vProbabilistic holds the probability values of probabilistic non-goal states. // * vMarkovian holds the probability values of Markovian non-goal states. storm::storage::BitVector const& markovianNonGoalStates = markovianStates & ~goalStates; storm::storage::BitVector const& probabilisticNonGoalStates = ~markovianStates & ~goalStates; std::vector<ValueType> vProbabilistic(probabilisticNonGoalStates.getNumberOfSetBits()); std::vector<ValueType> vMarkovian(markovianNonGoalStates.getNumberOfSetBits()); computeBoundedReachabilityProbabilities(min, transitionMatrix, exitRates, markovianStates, goalStates, markovianNonGoalStates, probabilisticNonGoalStates, vMarkovian, vProbabilistic, delta, numberOfSteps); // (4) If the lower bound of interval was non-zero, we need to take the current values as the starting values for a subsequent value iteration. if (lowerBound != storm::utility::constantZero<ValueType>()) { std::vector<ValueType> vAllProbabilistic((~markovianStates).getNumberOfSetBits()); std::vector<ValueType> vAllMarkovian(markovianStates.getNumberOfSetBits()); // Create the starting value vectors for the next value iteration based on the results of the previous one. storm::utility::vector::setVectorValues<ValueType>(vAllProbabilistic, goalStates % ~markovianStates, storm::utility::constantOne<ValueType>()); storm::utility::vector::setVectorValues<ValueType>(vAllProbabilistic, ~goalStates % ~markovianStates, vProbabilistic); storm::utility::vector::setVectorValues<ValueType>(vAllMarkovian, goalStates % markovianStates, storm::utility::constantOne<ValueType>()); storm::utility::vector::setVectorValues<ValueType>(vAllMarkovian, ~goalStates % markovianStates, vMarkovian); // Compute the number of steps to reach the target interval. numberOfSteps = static_cast<uint_fast64_t>(std::ceil(lowerBound / delta)); std::cout << "Performing " << numberOfSteps << " iterations (delta=" << delta << ") for interval [0, " << lowerBound << "]." << std::endl; // Compute the bounded reachability for interval [0, b-a]. computeBoundedReachabilityProbabilities(min, transitionMatrix, exitRates, markovianStates, storm::storage::BitVector(this->getModel().getNumberOfStates()), markovianStates, ~markovianStates, vAllMarkovian, vAllProbabilistic, delta, numberOfSteps); // Create the result vector out of vAllProbabilistic and vAllMarkovian and return it. std::vector<ValueType> result(this->getModel().getNumberOfStates()); storm::utility::vector::setVectorValues(result, ~markovianStates, vAllProbabilistic); storm::utility::vector::setVectorValues(result, markovianStates, vAllMarkovian); return result; } else { // Create the result vector out of 1_G, vProbabilistic and vMarkovian and return it. std::vector<ValueType> result(this->getModel().getNumberOfStates()); storm::utility::vector::setVectorValues<ValueType>(result, goalStates, storm::utility::constantOne<ValueType>()); storm::utility::vector::setVectorValues(result, probabilisticNonGoalStates, vProbabilistic); storm::utility::vector::setVectorValues(result, markovianNonGoalStates, vMarkovian); return result; } } std::vector<ValueType> checkLongRunAverage(bool min, storm::storage::BitVector const& goalStates) const { // Check whether the automaton is closed. if (!this->getModel().isClosed()) { throw storm::exceptions::InvalidArgumentException() << "Unable to compute long-run average on non-closed Markov automaton."; } // If there are no goal states, we avoid the computation and directly return zero. if (goalStates.empty()) { return std::vector<ValueType>(this->getModel().getNumberOfStates(), storm::utility::constantZero<ValueType>()); } // Likewise, if all bits are set, we can avoid the computation and set. if ((~goalStates).empty()) { return std::vector<ValueType>(this->getModel().getNumberOfStates(), storm::utility::constantOne<ValueType>()); } // Start by decomposing the Markov automaton into its MECs. storm::storage::MaximalEndComponentDecomposition<double> mecDecomposition(this->getModel()); // Get some data members for convenience. typename storm::storage::SparseMatrix<ValueType> const& transitionMatrix = this->getModel().getTransitionMatrix(); std::vector<uint_fast64_t> const& nondeterministicChoiceIndices = this->getModel().getNondeterministicChoiceIndices(); // Now start with compute the long-run average for all end components in isolation. std::vector<ValueType> lraValuesForEndComponents; // While doing so, we already gather some information for the following steps. std::vector<uint_fast64_t> stateToMecIndexMap(this->getModel().getNumberOfStates()); storm::storage::BitVector statesInMecs(this->getModel().getNumberOfStates()); for (uint_fast64_t currentMecIndex = 0; currentMecIndex < mecDecomposition.size(); ++currentMecIndex) { storm::storage::MaximalEndComponent const& mec = mecDecomposition[currentMecIndex]; // Gather information for later use. for (auto const& stateChoicesPair : mec) { uint_fast64_t state = stateChoicesPair.first; statesInMecs.set(state); stateToMecIndexMap[state] = currentMecIndex; } // Compute the LRA value for the current MEC. lraValuesForEndComponents.push_back(this->computeLraForMaximalEndComponent(min, transitionMatrix, nondeterministicChoiceIndices, this->getModel().getMarkovianStates(), this->getModel().getExitRates(), goalStates, mec, currentMecIndex)); } // For fast transition rewriting, we build some auxiliary data structures. storm::storage::BitVector statesNotContainedInAnyMec = ~statesInMecs; uint_fast64_t firstAuxiliaryStateIndex = statesNotContainedInAnyMec.getNumberOfSetBits(); uint_fast64_t lastStateNotInMecs = 0; uint_fast64_t numberOfStatesNotInMecs = 0; std::vector<uint_fast64_t> statesNotInMecsBeforeIndex; statesNotInMecsBeforeIndex.reserve(this->getModel().getNumberOfStates()); for (auto state : statesNotContainedInAnyMec) { while (lastStateNotInMecs <= state) { statesNotInMecsBeforeIndex.push_back(numberOfStatesNotInMecs); ++lastStateNotInMecs; } ++numberOfStatesNotInMecs; } // Finally, we are ready to create the SSP matrix and right-hand side of the SSP. std::vector<ValueType> b; typename storm::storage::SparseMatrixBuilder<ValueType> sspMatrixBuilder(0, 0, 0, true, numberOfStatesNotInMecs + mecDecomposition.size()); // If the source state is not contained in any MEC, we copy its choices (and perform the necessary modifications). uint_fast64_t currentChoice = 0; for (auto state : statesNotContainedInAnyMec) { sspMatrixBuilder.newRowGroup(currentChoice); for (uint_fast64_t choice = nondeterministicChoiceIndices[state]; choice < nondeterministicChoiceIndices[state + 1]; ++choice, ++currentChoice) { std::vector<ValueType> auxiliaryStateToProbabilityMap(mecDecomposition.size()); b.push_back(storm::utility::constantZero<ValueType>()); for (auto element : transitionMatrix.getRow(choice)) { if (statesNotContainedInAnyMec.get(element.getColumn())) { // If the target state is not contained in an MEC, we can copy over the entry. sspMatrixBuilder.addNextValue(currentChoice, statesNotInMecsBeforeIndex[element.getColumn()], element.getValue()); } else { // If the target state is contained in MEC i, we need to add the probability to the corresponding field in the vector // so that we are able to write the cumulative probability to the MEC into the matrix. auxiliaryStateToProbabilityMap[stateToMecIndexMap[element.getColumn()]] += element.getValue(); } } // Now insert all (cumulative) probability values that target an MEC. for (uint_fast64_t mecIndex = 0; mecIndex < auxiliaryStateToProbabilityMap.size(); ++mecIndex) { if (auxiliaryStateToProbabilityMap[mecIndex] != 0) { sspMatrixBuilder.addNextValue(currentChoice, firstAuxiliaryStateIndex + mecIndex, auxiliaryStateToProbabilityMap[mecIndex]); } } } } // Now we are ready to construct the choices for the auxiliary states. for (uint_fast64_t mecIndex = 0; mecIndex < mecDecomposition.size(); ++mecIndex) { storm::storage::MaximalEndComponent const& mec = mecDecomposition[mecIndex]; sspMatrixBuilder.newRowGroup(currentChoice); for (auto const& stateChoicesPair : mec) { uint_fast64_t state = stateChoicesPair.first; boost::container::flat_set<uint_fast64_t> const& choicesInMec = stateChoicesPair.second; for (uint_fast64_t choice = nondeterministicChoiceIndices[state]; choice < nondeterministicChoiceIndices[state + 1]; ++choice) { std::vector<ValueType> auxiliaryStateToProbabilityMap(mecDecomposition.size()); // If the choice is not contained in the MEC itself, we have to add a similar distribution to the auxiliary state. if (choicesInMec.find(choice) == choicesInMec.end()) { b.push_back(storm::utility::constantZero<ValueType>()); for (auto element : transitionMatrix.getRow(choice)) { if (statesNotContainedInAnyMec.get(element.getColumn())) { // If the target state is not contained in an MEC, we can copy over the entry. sspMatrixBuilder.addNextValue(currentChoice, statesNotInMecsBeforeIndex[element.getColumn()], element.getValue()); } else { // If the target state is contained in MEC i, we need to add the probability to the corresponding field in the vector // so that we are able to write the cumulative probability to the MEC into the matrix. auxiliaryStateToProbabilityMap[stateToMecIndexMap[element.getColumn()]] += element.getValue(); } } // Now insert all (cumulative) probability values that target an MEC. for (uint_fast64_t targetMecIndex = 0; targetMecIndex < auxiliaryStateToProbabilityMap.size(); ++targetMecIndex) { if (auxiliaryStateToProbabilityMap[targetMecIndex] != 0) { // If the target MEC is the same as the current one, instead of adding a transition, we need to add the weighted reward // to the right-hand side vector of the SSP. if (mecIndex == targetMecIndex) { b.back() += auxiliaryStateToProbabilityMap[mecIndex] * lraValuesForEndComponents[mecIndex]; } else { // Otherwise, we add a transition to the auxiliary state that is associated with the target MEC. sspMatrixBuilder.addNextValue(currentChoice, firstAuxiliaryStateIndex + targetMecIndex, auxiliaryStateToProbabilityMap[targetMecIndex]); } } } ++currentChoice; } } } // For each auxiliary state, there is the option to achieve the reward value of the LRA associated with the MEC. ++currentChoice; b.push_back(lraValuesForEndComponents[mecIndex]); } // Finalize the matrix and solve the corresponding system of equations. storm::storage::SparseMatrix<ValueType> sspMatrix = sspMatrixBuilder.build(currentChoice); std::vector<ValueType> x(numberOfStatesNotInMecs + mecDecomposition.size()); nondeterministicLinearEquationSolver->solveEquationSystem(min, sspMatrix, x, b); // Prepare result vector. std::vector<ValueType> result(this->getModel().getNumberOfStates()); // Set the values for states not contained in MECs. storm::utility::vector::setVectorValues(result, statesNotContainedInAnyMec, x); // Set the values for all states in MECs. for (auto state : statesInMecs) { result[state] = lraValuesForEndComponents[stateToMecIndexMap[state]]; } return result; } std::vector<ValueType> checkExpectedTime(bool min, storm::storage::BitVector const& goalStates) const { // Reduce the problem of computing the expected time to computing expected rewards where the rewards // for all probabilistic states are zero and the reward values of Markovian states is 1. std::vector<ValueType> rewardValues(this->getModel().getNumberOfStates(), storm::utility::constantZero<ValueType>()); storm::utility::vector::setVectorValues(rewardValues, this->getModel().getMarkovianStates(), storm::utility::constantOne<ValueType>()); return this->computeExpectedRewards(min, goalStates, rewardValues); } protected: /*! * Computes the long-run average value for the given maximal end component of a Markov automaton. * * @param min Sets whether the long-run average is to be minimized or maximized. * @param transitionMatrix The transition matrix of the underlying Markov automaton. * @param nondeterministicChoiceIndices A vector indicating at which row the choice of a given state begins. * @param markovianStates A bit vector storing all markovian states. * @param exitRates A vector with exit rates for all states. Exit rates of probabilistic states are assumed to be zero. * @param goalStates A bit vector indicating which states are to be considered as goal states. * @param mec The maximal end component to consider for computing the long-run average. * @param mecIndex The index of the MEC. * @return The long-run average of being in a goal state for the given MEC. */ static ValueType computeLraForMaximalEndComponent(bool min, storm::storage::SparseMatrix<ValueType> const& transitionMatrix, std::vector<uint_fast64_t> const& nondeterministicChoiceIndices, storm::storage::BitVector const& markovianStates, std::vector<ValueType> const& exitRates, storm::storage::BitVector const& goalStates, storm::storage::MaximalEndComponent const& mec, uint_fast64_t mecIndex = 0) { std::shared_ptr<storm::solver::LpSolver> solver = storm::utility::solver::getLpSolver("LRA for MEC"); solver->setModelSense(min ? storm::solver::LpSolver::ModelSense::Maximize : storm::solver::LpSolver::ModelSense::Minimize); // First, we need to create the variables for the problem. std::map<uint_fast64_t, std::string> stateToVariableNameMap; for (auto const& stateChoicesPair : mec) { std::string variableName = "x" + std::to_string(stateChoicesPair.first); stateToVariableNameMap[stateChoicesPair.first] = variableName; solver->addUnboundedContinuousVariable(variableName); } solver->addUnboundedContinuousVariable("k", 1); solver->update(); // Now we encode the problem as constraints. for (auto const& stateChoicesPair : mec) { uint_fast64_t state = stateChoicesPair.first; // Now, based on the type of the state, create a suitable constraint. if (markovianStates.get(state)) { storm::expressions::Expression constraint = storm::expressions::Expression::createDoubleVariable(stateToVariableNameMap.at(state)); for (auto element : transitionMatrix.getRow(nondeterministicChoiceIndices[state])) { constraint = constraint - storm::expressions::Expression::createDoubleVariable(stateToVariableNameMap.at(element.getColumn())); } constraint = constraint + storm::expressions::Expression::createDoubleLiteral(storm::utility::constantOne<ValueType>() / exitRates[state]) * storm::expressions::Expression::createDoubleVariable("k"); storm::expressions::Expression rightHandSide = goalStates.get(state) ? storm::expressions::Expression::createDoubleLiteral(storm::utility::constantOne<ValueType>() / exitRates[state]) : storm::expressions::Expression::createDoubleLiteral(storm::utility::constantZero<ValueType>()); if (min) { constraint = constraint <= rightHandSide; } else { constraint = constraint >= rightHandSide; } solver->addConstraint("state" + std::to_string(state), constraint); } else { // For probabilistic states, we want to add the constraint x_s <= sum P(s, a, s') * x_s' where a is the current action // and the sum ranges over all states s'. for (auto choice : stateChoicesPair.second) { storm::expressions::Expression constraint = storm::expressions::Expression::createDoubleVariable(stateToVariableNameMap.at(state)); for (auto element : transitionMatrix.getRow(choice)) { constraint = constraint - storm::expressions::Expression::createDoubleVariable(stateToVariableNameMap.at(element.getColumn())); } storm::expressions::Expression rightHandSide = storm::expressions::Expression::createDoubleLiteral(storm::utility::constantZero<ValueType>()); if (min) { constraint = constraint <= rightHandSide; } else { constraint = constraint >= rightHandSide; } solver->addConstraint("state" + std::to_string(state), constraint); } } } solver->optimize(); return solver->getContinuousValue("k"); } /*! * Computes the expected reward that is gained from each state before entering any of the goal states. * * @param min Indicates whether minimal or maximal rewards are to be computed. * @param goalStates The goal states that define until which point rewards are gained. * @param stateRewards A vector that defines the reward gained in each state. For probabilistic states, this is an instantaneous reward * that is fully gained and for Markovian states the actually gained reward is dependent on the expected time to stay in the * state, i.e. it is gouverned by the exit rate of the state. * @return A vector that contains the expected reward for each state of the model. */ std::vector<ValueType> computeExpectedRewards(bool min, storm::storage::BitVector const& goalStates, std::vector<ValueType> const& stateRewards) const { // Check whether the automaton is closed. if (!this->getModel().isClosed()) { throw storm::exceptions::InvalidArgumentException() << "Unable to compute expected time on non-closed Markov automaton."; } // First, we need to check which states have infinite expected time (by definition). storm::storage::BitVector infinityStates; if (min) { // If we need to compute the minimum expected times, we have to set the values of those states to infinity that, under all schedulers, // reach a bottom SCC without a goal state. // So we start by computing all bottom SCCs without goal states. storm::storage::StronglyConnectedComponentDecomposition<double> sccDecomposition(this->getModel(), ~goalStates, true, true); // Now form the union of all these SCCs. storm::storage::BitVector unionOfNonGoalBSccs(this->getModel().getNumberOfStates()); for (auto const& scc : sccDecomposition) { for (auto state : scc) { unionOfNonGoalBSccs.set(state); } } // Finally, if this union is non-empty, compute the states such that all schedulers reach some state of the union. if (!unionOfNonGoalBSccs.empty()) { infinityStates = storm::utility::graph::performProbGreater0A(this->getModel().getTransitionMatrix(), this->getModel().getNondeterministicChoiceIndices(), this->getModel().getBackwardTransitions(), storm::storage::BitVector(this->getModel().getNumberOfStates(), true), unionOfNonGoalBSccs); } else { // Otherwise, we have no infinity states. infinityStates = storm::storage::BitVector(this->getModel().getNumberOfStates()); } } else { // If we maximize the property, the expected time of a state is infinite, if an end-component without any goal state is reachable. // So we start by computing all MECs that have no goal state. storm::storage::MaximalEndComponentDecomposition<double> mecDecomposition(this->getModel(), ~goalStates); // Now we form the union of all states in these end components. storm::storage::BitVector unionOfNonGoalMaximalEndComponents(this->getModel().getNumberOfStates()); for (auto const& mec : mecDecomposition) { for (auto const& stateActionPair : mec) { unionOfNonGoalMaximalEndComponents.set(stateActionPair.first); } } if (!unionOfNonGoalMaximalEndComponents.empty()) { // Now we need to check for which states there exists a scheduler that reaches one of the previously computed states. infinityStates = storm::utility::graph::performProbGreater0E(this->getModel().getTransitionMatrix(), this->getModel().getNondeterministicChoiceIndices(), this->getModel().getBackwardTransitions(), storm::storage::BitVector(this->getModel().getNumberOfStates(), true), unionOfNonGoalMaximalEndComponents); } else { // Otherwise, we have no infinity states. infinityStates = storm::storage::BitVector(this->getModel().getNumberOfStates()); } } // Now we identify the states for which values need to be computed. storm::storage::BitVector maybeStates = ~(goalStates | infinityStates); // Then, we can eliminate the rows and columns for all states whose values are already known to be 0. std::vector<ValueType> x(maybeStates.getNumberOfSetBits()); storm::storage::SparseMatrix<ValueType> submatrix = this->getModel().getTransitionMatrix().getSubmatrix(true, maybeStates, maybeStates); // Now prepare the expected reward values for all states so they can be used as the right-hand side of the equation system. std::vector<ValueType> rewardValues(stateRewards); for (auto state : this->getModel().getMarkovianStates()) { rewardValues[state] = rewardValues[state] / this->getModel().getExitRates()[state]; } // Finally, prepare the actual right-hand side. std::vector<ValueType> b(submatrix.getRowCount()); storm::utility::vector::selectVectorValuesRepeatedly(b, maybeStates, this->getModel().getNondeterministicChoiceIndices(), rewardValues); // Solve the corresponding system of equations. std::shared_ptr<storm::solver::NondeterministicLinearEquationSolver<ValueType>> nondeterministiclinearEquationSolver = storm::utility::solver::getNondeterministicLinearEquationSolver<ValueType>(); nondeterministiclinearEquationSolver->solveEquationSystem(min, submatrix, x, b); // Create resulting vector. std::vector<ValueType> result(this->getModel().getNumberOfStates()); // Set values of resulting vector according to previous result and return the result. storm::utility::vector::setVectorValues<ValueType>(result, maybeStates, x); storm::utility::vector::setVectorValues(result, goalStates, storm::utility::constantZero<ValueType>()); storm::utility::vector::setVectorValues(result, infinityStates, storm::utility::constantInfinity<ValueType>()); return result; } /*! * A stack used for storing whether we are currently computing min or max probabilities or rewards, respectively. * The topmost element is true if and only if we are currently computing minimum probabilities or rewards. */ mutable std::stack<bool> minimumOperatorStack; /*! * A solver that is used for solving systems of linear equations that are the result of nondeterministic choices. */ std::shared_ptr<storm::solver::NondeterministicLinearEquationSolver<ValueType>> nondeterministicLinearEquationSolver; }; } } } #endif /* STORM_MODELCHECKER_CSL_SPARSEMARKOVAUTOMATONCSLMODELCHECKER_H_ */