135 lines
8.8 KiB
135 lines
8.8 KiB
#ifndef STORM_SOLVER_NATIVELINEAREQUATIONSOLVER_H_
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#define STORM_SOLVER_NATIVELINEAREQUATIONSOLVER_H_
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#include <ostream>
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#include "storm/solver/LinearEquationSolver.h"
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#include "storm/solver/SolverSelectionOptions.h"
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#include "storm/solver/NativeMultiplier.h"
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#include "storm/solver/SolverStatus.h"
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#include "storm/utility/NumberTraits.h"
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namespace storm {
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class Environment;
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namespace solver {
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/*!
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* A class that uses storm's native matrix operations to implement the LinearEquationSolver interface.
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*/
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template<typename ValueType>
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class NativeLinearEquationSolver : public LinearEquationSolver<ValueType> {
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public:
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NativeLinearEquationSolver();
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NativeLinearEquationSolver(storm::storage::SparseMatrix<ValueType> const& A);
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NativeLinearEquationSolver(storm::storage::SparseMatrix<ValueType>&& A);
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virtual void setMatrix(storm::storage::SparseMatrix<ValueType> const& A) override;
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virtual void setMatrix(storm::storage::SparseMatrix<ValueType>&& A) override;
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virtual void multiply(std::vector<ValueType>& x, std::vector<ValueType> const* b, std::vector<ValueType>& result) const override;
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virtual void multiplyAndReduce(OptimizationDirection const& dir, std::vector<uint64_t> const& rowGroupIndices, std::vector<ValueType>& x, std::vector<ValueType> const* b, std::vector<ValueType>& result, std::vector<uint_fast64_t>* choices = nullptr) const override;
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virtual bool supportsGaussSeidelMultiplication() const override;
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virtual void multiplyGaussSeidel(std::vector<ValueType>& x, std::vector<ValueType> const* b) const override;
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virtual void multiplyAndReduceGaussSeidel(OptimizationDirection const& dir, std::vector<uint64_t> const& rowGroupIndices, std::vector<ValueType>& x, std::vector<ValueType> const* b, std::vector<uint_fast64_t>* choices = nullptr) const override;
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virtual LinearEquationSolverProblemFormat getEquationProblemFormat(storm::Environment const& env) const override;
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virtual LinearEquationSolverRequirements getRequirements(Environment const& env, LinearEquationSolverTask const& task = LinearEquationSolverTask::Unspecified) const override;
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virtual void clearCache() const override;
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protected:
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virtual bool internalSolveEquations(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const override;
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private:
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struct PowerIterationResult {
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PowerIterationResult(uint64_t iterations, SolverStatus status) : iterations(iterations), status(status) {
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// Intentionally left empty.
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}
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uint64_t iterations;
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SolverStatus status;
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};
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template <typename ValueTypePrime>
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friend class NativeLinearEquationSolver;
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PowerIterationResult performPowerIteration(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;
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void logIterations(bool converged, bool terminate, uint64_t iterations) const;
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virtual uint64_t getMatrixRowCount() const override;
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virtual uint64_t getMatrixColumnCount() const override;
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NativeLinearEquationSolverMethod getMethod(Environment const& env, bool isExactMode) const;
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virtual bool solveEquationsSOR(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b, ValueType const& omega) const;
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virtual bool solveEquationsJacobi(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
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virtual bool solveEquationsWalkerChae(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
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virtual bool solveEquationsPower(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
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virtual bool solveEquationsSoundPower(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
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virtual bool solveEquationsQuickSoundPower(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
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virtual bool solveEquationsRationalSearch(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
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template<typename RationalType, typename ImpreciseType>
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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;
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template<typename ImpreciseType>
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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;
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template<typename ImpreciseType>
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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;
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template<typename ImpreciseType>
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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;
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template<typename RationalType, typename ImpreciseType>
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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);
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static bool isSolution(storm::storage::SparseMatrix<ValueType> const& matrix, std::vector<ValueType> const& values, std::vector<ValueType> const& b);
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// If the solver takes posession of the matrix, we store the moved matrix in this member, so it gets deleted
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// when the solver is destructed.
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std::unique_ptr<storm::storage::SparseMatrix<ValueType>> localA;
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// A pointer to the original sparse matrix given to this solver. If the solver takes posession of the matrix
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// the pointer refers to localA.
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storm::storage::SparseMatrix<ValueType> const* A;
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// An object to dispatch all multiplication operations.
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NativeMultiplier<ValueType> multiplier;
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// cached auxiliary data
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mutable std::unique_ptr<std::pair<storm::storage::SparseMatrix<ValueType>, std::vector<ValueType>>> jacobiDecomposition;
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mutable std::unique_ptr<std::vector<ValueType>> cachedRowVector2; // A.getRowCount() rows
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struct WalkerChaeData {
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WalkerChaeData(storm::storage::SparseMatrix<ValueType> const& originalMatrix, std::vector<ValueType> const& originalB);
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void computeWalkerChaeMatrix(storm::storage::SparseMatrix<ValueType> const& originalMatrix);
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void computeNewB(std::vector<ValueType> const& originalB);
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void precomputeAuxiliaryData();
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storm::storage::SparseMatrix<ValueType> matrix;
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std::vector<ValueType> b;
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ValueType t;
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// Auxiliary data.
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std::vector<ValueType> columnSums;
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std::vector<ValueType> newX;
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};
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mutable std::unique_ptr<WalkerChaeData> walkerChaeData;
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};
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template<typename ValueType>
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class NativeLinearEquationSolverFactory : public LinearEquationSolverFactory<ValueType> {
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public:
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using LinearEquationSolverFactory<ValueType>::create;
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virtual std::unique_ptr<storm::solver::LinearEquationSolver<ValueType>> create(Environment const& env, LinearEquationSolverTask const& task = LinearEquationSolverTask::Unspecified) const override;
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virtual std::unique_ptr<LinearEquationSolverFactory<ValueType>> clone() const override;
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};
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}
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}
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#endif /* STORM_SOLVER_NATIVELINEAREQUATIONSOLVER_H_ */
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