//============================================================================== // // Copyright (c) 2002- // Authors: // * Dave Parker (University of Oxford, formerly University of Birmingham) // //------------------------------------------------------------------------------ // // This file is part of PRISM. // // PRISM is free software; you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation; either version 2 of the License, or // (at your option) any later version. // // PRISM is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // // You should have received a copy of the GNU General Public License // along with PRISM; if not, write to the Free Software Foundation, // Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA // //============================================================================== // includes #include "PrismHybrid.h" #include #include #include #include #include #include #include #include "sparse.h" #include "hybrid.h" #include "PrismHybridGlob.h" #include "jnipointer.h" #include // local prototypes static void mult_rec(HDDNode *hdd, int level, int row_offset, int col_offset); static void mult_cm(CMSparseMatrix *cmsm, int row_offset, int col_offset); static void mult_cmsc(CMSCSparseMatrix *cmscsm, int row_offset, int col_offset); // globals (used by local functions) static HDDNode *zero; static int num_levels; static bool compact_sm; static double *sm_dist; static int sm_dist_shift; static int sm_dist_mask; static double *soln = NULL, *soln2 = NULL; static double unif; //------------------------------------------------------------------------------ JNIEXPORT jlong __jlongpointer JNICALL Java_hybrid_PrismHybrid_PH_1StochTransient ( JNIEnv *env, jclass cls, jlong __jlongpointer tr, // trans matrix jlong __jlongpointer od, // odd jlong __jlongpointer in, // initial distribution (note: this will be deleted afterwards) jlong __jlongpointer rv, // row vars jint num_rvars, jlong __jlongpointer cv, // col vars jint num_cvars, jdouble time // time bound ) { // cast function parameters DdNode *trans = jlong_to_DdNode(tr); // trans matrix ODDNode *odd = jlong_to_ODDNode(od); // odd double *init = jlong_to_double(in); // initial distribution DdNode **rvars = jlong_to_DdNode_array(rv); // row vars DdNode **cvars = jlong_to_DdNode_array(cv); // col vars // model stats int n; // flags bool compact_d; // matrix mtbdd HDDMatrix *hddm = NULL; HDDNode *hdd = NULL; // vectors double *diags = NULL, *tmpsoln = NULL, *sum = NULL; DistVector *diags_dist = NULL; // fox glynn stuff FoxGlynnWeights fgw; // timing stuff long start1, start2, start3, stop; double time_taken, time_for_setup, time_for_iters; // misc bool done; int i, iters, num_iters; double kb, kbt, max_diag, weight, term_crit_param_unif; // exception handling around whole function try { // start clocks start1 = start2 = util_cpu_time(); // get number of states from odd n = odd->eoff + odd->toff; // build hdd for matrix PH_PrintToMainLog(env, "\nBuilding hybrid MTBDD matrix... "); hddm = build_hdd_matrix(trans, rvars, cvars, num_rvars, odd, false); hdd = hddm->top; zero = hddm->zero; num_levels = hddm->num_levels; kb = hddm->mem_nodes; kbt = kb; PH_PrintToMainLog(env, "[levels=%d, nodes=%d] ", hddm->num_levels, hddm->num_nodes); PH_PrintMemoryToMainLog(env, "[", kb, "]\n"); // add sparse matrices PH_PrintToMainLog(env, "Adding explicit sparse matrices... "); add_sparse_matrices(hddm, compact, false); compact_sm = hddm->compact_sm; if (compact_sm) { sm_dist = hddm->dist; sm_dist_shift = hddm->dist_shift; sm_dist_mask = hddm->dist_mask; } kb = hddm->mem_sm; kbt += kb; PH_PrintToMainLog(env, "[levels=%d, num=%d%s] ", hddm->l_sm, hddm->num_sm, compact_sm?", compact":""); PH_PrintMemoryToMainLog(env, "[", kb, "]\n"); // get vector of diagonals PH_PrintToMainLog(env, "Creating vector for diagonals... "); diags = hdd_negative_row_sums(hddm, n); compact_d = false; // try and convert to compact form if required if (compact) { if (diags_dist = double_vector_to_dist(diags, n)) { compact_d = true; delete[] diags; diags = NULL; } } kb = (!compact_d) ? n*8.0/1024.0 : (diags_dist->num_dist*8.0+n*2.0)/1024.0; kbt += kb; if (compact_d) PH_PrintToMainLog(env, "[dist=%d, compact] ", diags_dist->num_dist); PH_PrintMemoryToMainLog(env, "[", kb, "]\n"); //for(i = 0; i < n; i++) printf("%f ", (!compact_d)?(diags[i]):(diags_dist->dist[diags_dist->ptrs[i]])); printf("\n"); // find max diagonal element if (!compact_d) { max_diag = diags[0]; for (i = 1; i < n; i++) if (diags[i] < max_diag) max_diag = diags[i]; } else { max_diag = diags_dist->dist[0]; for (i = 1; i < diags_dist->num_dist; i++) if (diags_dist->dist[i] < max_diag) max_diag = diags_dist->dist[i]; } max_diag = -max_diag; // constant for uniformization unif = 1.02*max_diag; last_unif = unif; // modify diagonals if (!compact_d) { for (i = 0; i < n; i++) diags[i] = diags[i] / unif + 1; } else { for (i = 0; i < diags_dist->num_dist; i++) diags_dist->dist[i] = diags_dist->dist[i] / unif + 1; } // create solution/iteration vectors PH_PrintToMainLog(env, "Allocating iteration vectors... "); // for soln, we just use init (since we are free to modify/delete this vector) // we also report the memory usage of this vector here, even though it has already been created soln = init; soln2 = new double[n]; sum = new double[n]; kb = n*8.0/1024.0; kbt += 3*kb; PH_PrintMemoryToMainLog(env, "[3 x ", kb, "]\n"); // print total memory usage PH_PrintMemoryToMainLog(env, "TOTAL: [", kbt, "]\n"); // compute new termination criterion parameter (epsilon/8) term_crit_param_unif = term_crit_param / 8.0; // compute poisson probabilities (fox/glynn) PH_PrintToMainLog(env, "\nUniformisation: q.t = %f x %f = %f\n", unif, time, unif * time); fgw = fox_glynn(unif * time, 1.0e-300, 1.0e+300, term_crit_param_unif); if (fgw.right < 0) throw "Overflow in Fox-Glynn computation (time bound too big?)"; for (i = fgw.left; i <= fgw.right; i++) { fgw.weights[i-fgw.left] /= fgw.total_weight; } PH_PrintToMainLog(env, "Fox-Glynn: left = %d, right = %d\n", fgw.left, fgw.right); // set up vectors for (i = 0; i < n; i++) { sum[i] = 0.0; } // get setup time stop = util_cpu_time(); time_for_setup = (double)(stop - start2)/1000; start2 = stop; // start transient analysis done = false; num_iters = -1; PH_PrintToMainLog(env, "\nStarting iterations...\n"); // if necessary, do 0th element of summation (doesn't require any matrix powers) if (fgw.left == 0) for (i = 0; i < n; i++) { sum[i] += fgw.weights[0] * soln[i]; } // note that we ignore max_iters as we know how any iterations _should_ be performed for (iters = 1; (iters <= fgw.right) && !done; iters++) { // PH_PrintToMainLog(env, "Iteration %d: ", iters); // start3 = util_cpu_time(); // initialise vector if (!compact_d) { for (i = 0; i < n; i++) soln2[i] = diags[i] * soln[i]; } else { for (i = 0; i < n; i++) soln2[i] = diags_dist->dist[diags_dist->ptrs[i]] * soln[i]; } // do matrix vector multiply bit mult_rec(hdd, 0, 0, 0); // check for steady state convergence if (do_ss_detect) switch (term_crit) { case TERM_CRIT_ABSOLUTE: done = true; for (i = 0; i < n; i++) { if (fabs(soln2[i] - soln[i]) > term_crit_param_unif) { done = false; break; } } break; case TERM_CRIT_RELATIVE: done = true; for (i = 0; i < n; i++) { if (fabs((soln2[i] - soln[i])/soln2[i]) > term_crit_param_unif) { done = false; break; } } break; } // special case when finished early (steady-state detected) if (done) { // work out sum of remaining poisson probabilities if (iters <= fgw.left) { weight = 1.0; } else { weight = 0.0; for (i = iters; i <= fgw.right; i++) { weight += fgw.weights[i-fgw.left]; } } // add to sum for (i = 0; i < n; i++) sum[i] += weight * soln2[i]; PH_PrintToMainLog(env, "\nSteady state detected at iteration %d\n", iters); num_iters = iters; break; } // prepare for next iteration tmpsoln = soln; soln = soln2; soln2 = tmpsoln; // add to sum if (iters >= fgw.left) { for (i = 0; i < n; i++) sum[i] += fgw.weights[iters-fgw.left] * soln[i]; } // PH_PrintToMainLog(env, "%.2f %.2f sec\n", ((double)(util_cpu_time() - start3)/1000), ((double)(util_cpu_time() - start2)/1000)/iters); } // stop clocks stop = util_cpu_time(); time_for_iters = (double)(stop - start2)/1000; time_taken = (double)(stop - start1)/1000; // print iters/timing info if (num_iters == -1) num_iters = fgw.right; PH_PrintToMainLog(env, "\nIterative method: %d iterations in %.2f seconds (average %.6f, setup %.2f)\n", num_iters, time_taken, time_for_iters/num_iters, time_for_setup); // catch exceptions: register error, free memory } catch (std::bad_alloc e) { PH_SetErrorMessage("Out of memory"); if (sum) delete[] sum; sum = 0; } catch (const char *err) { PH_SetErrorMessage(err); if (sum) delete sum; sum = 0; } // free memory if (hddm) delete hddm; if (diags) delete[] diags; if (diags_dist) delete diags_dist; // nb: we *do* free soln (which was originally init) if (soln) delete[] soln; if (soln2) delete[] soln2; return ptr_to_jlong(sum); } //------------------------------------------------------------------------------ static void mult_rec(HDDNode *hdd, int level, int row_offset, int col_offset) { HDDNode *e, *t; // if it's the zero node if (hdd == zero) { return; } // or if we've reached a submatrix // (check for non-null ptr but, equivalently, we could just check if level==l_sm) else if (hdd->sm.ptr) { if (!compact_sm) { mult_cm((CMSparseMatrix *)hdd->sm.ptr, row_offset, col_offset); } else { mult_cmsc((CMSCSparseMatrix *)hdd->sm.ptr, row_offset, col_offset); } return; } // or if we've reached the bottom else if (level == num_levels) { //printf("(%d,%d)=%f\n", col_offset, row_offset, hdd->type.val); soln2[col_offset] += soln[row_offset] * (hdd->type.val / unif); return; } // otherwise recurse e = hdd->type.kids.e; if (e != zero) { mult_rec(e->type.kids.e, level+1, row_offset, col_offset); mult_rec(e->type.kids.t, level+1, row_offset, col_offset+e->off.val); } t = hdd->type.kids.t; if (t != zero) { mult_rec(t->type.kids.e, level+1, row_offset+hdd->off.val, col_offset); mult_rec(t->type.kids.t, level+1, row_offset+hdd->off.val, col_offset+t->off.val); } } //----------------------------------------------------------------------------------- static void mult_cm(CMSparseMatrix *cmsm, int row_offset, int col_offset) { int i2, j2, l2, h2; int sm_n = cmsm->n; int sm_nnz = cmsm->nnz; double *sm_non_zeros = cmsm->non_zeros; unsigned char *sm_col_counts = cmsm->col_counts; int *sm_col_starts = (int *)cmsm->col_counts; bool sm_use_counts = cmsm->use_counts; unsigned int *sm_rows = cmsm->rows; // loop through columns of submatrix l2 = sm_nnz; h2 = 0; for (i2 = 0; i2 < sm_n; i2++) { // loop through entries in this column if (!sm_use_counts) { l2 = sm_col_starts[i2]; h2 = sm_col_starts[i2+1]; } else { l2 = h2; h2 += sm_col_counts[i2]; } for (j2 = l2; j2 < h2; j2++) { soln2[col_offset + i2] += soln[row_offset + sm_rows[j2]] * (sm_non_zeros[j2] / unif); //printf("(%d,%d)=%f\n", col_offset + sm_rows[j2], row_offset + i2, sm_non_zeros[j2]); } } } //----------------------------------------------------------------------------------- static void mult_cmsc(CMSCSparseMatrix *cmscsm, int row_offset, int col_offset) { int i2, j2, l2, h2; int sm_n = cmscsm->n; int sm_nnz = cmscsm->nnz; unsigned char *sm_col_counts = cmscsm->col_counts; int *sm_col_starts = (int *)cmscsm->col_counts; bool sm_use_counts = cmscsm->use_counts; unsigned int *sm_rows = cmscsm->rows; // loop through columns of submatrix l2 = sm_nnz; h2 = 0; for (i2 = 0; i2 < sm_n; i2++) { // loop through entries in this column if (!sm_use_counts) { l2 = sm_col_starts[i2]; h2 = sm_col_starts[i2+1]; } else { l2 = h2; h2 += sm_col_counts[i2]; } for (j2 = l2; j2 < h2; j2++) { soln2[col_offset + i2] += soln[row_offset + (int)(sm_rows[j2] >> sm_dist_shift)] * (sm_dist[(int)(sm_rows[j2] & sm_dist_mask)] / unif); //printf("(%d,%d)=%f\n", col_offset + (int)(sm_rows[j2] >> sm_dist_shift), row_offset + i2, sm_dist[(int)(sm_rows[j2] & sm_dist_mask)]); } } } //------------------------------------------------------------------------------