//============================================================================== // // Copyright (c) 2002- // Authors: // * Dave Parker (University of Oxford) // //------------------------------------------------------------------------------ // // 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 // //============================================================================== package explicit; import java.util.*; import java.util.Map.Entry; import java.util.PrimitiveIterator.OfInt; import common.IterableStateSet; import common.iterable.IterableInt; import prism.Pair; import prism.PrismException; import explicit.rewards.MCRewards; /** * Interface for classes that provide (read) access to an explicit-state DTMC. */ public interface DTMC extends Model { /** * Get the number of transitions from state s. */ public int getNumTransitions(int s); /** * Get an iterator over the transitions from state s. */ public Iterator> getTransitionsIterator(int s); /** * Get an iterator over the transitions from state s, with their attached actions if present. */ public Iterator>> getTransitionsAndActionsIterator(int s); /** * Functional interface for a consumer, * accepting transitions (s,t,d), i.e., * from state s to state t with value d. */ @FunctionalInterface public interface TransitionConsumer { void accept(int s, int t, double d); } /** * Iterate over the outgoing transitions of state {@code s} and call the accept method * of the consumer for each of them: *
* Call {@code accept(s,t,d)} where t is the successor state and, * in a DTMC, d = P(s,t) is the probability from s to t, * while in CTMC, d = R(s,t) is the rate from s to t. *

* Default implementation: The default implementation relies on iterating over the * iterator returned by {@code getTransitionsIterator()}. *

Note: This method is the base for the default implementation of the numerical * computation methods (mvMult, etc). In derived classes, it may thus be worthwhile to * provide a specialised implementation for this method that avoids using the Iterator mechanism. * * @param s the state s * @param c the consumer */ public default void forEachTransition(int s, TransitionConsumer c) { for (Iterator> it = getTransitionsIterator(s); it.hasNext(); ) { Entry e = it.next(); c.accept(s, e.getKey(), e.getValue()); } } /** * Functional interface for a function * mapping transitions (s,t,d), i.e., * from state s to state t with value d * to a double value. */ @FunctionalInterface public interface TransitionToDoubleFunction { double apply(int s, int t, double d); } /** * Iterate over the outgoing transitions of state {@code s}, call the function {@code f} * and return the sum of the result values: *
* Return sum_t f(s, t, P(s,t)), where t ranges over the successors of s. * * @param s the state s * @param c the consumer */ public default double sumOverTransitions(final int s, final TransitionToDoubleFunction f) { class Sum { double sum = 0.0; void accept(int s, int t, double d) { sum += f.apply(s, t, d); } } Sum sum = new Sum(); forEachTransition(s, sum::accept); return sum.sum; } /** * Get the number of transitions leaving a set of states. *
* Default implementation: Iterator over the states and sum the result of getNumTransitions(s). * @param states The set of states, specified by a OfInt iterator * @return the number of transitions */ public default long getNumTransitions(PrimitiveIterator.OfInt states) { long count = 0; while (states.hasNext()) { int s = states.nextInt(); count += getNumTransitions(s); } return count; } /** * Perform a single step of precomputation algorithm Prob0 for a single state, * i.e., for the state {@code s} returns true iff there is a transition from * {@code s} to a state in {@code u}. *
* Default implementation: Iterates using {@code getSuccessors()} and performs the check. * @param s The state in question * @param u Set of states {@code u} * @return true iff there is a transition from s to a state in u */ public default boolean prob0step(int s, BitSet u) { for (SuccessorsIterator succ = getSuccessors(s); succ.hasNext(); ) { int t = succ.nextInt(); if (u.get(t)) return true; } return false; } /** * Perform a single step of precomputation algorithm Prob0, i.e., for states i in {@code subset}, * set bit i of {@code result} iff there is a transition to a state in {@code u}. *
* Default implementation: Iterate over {@code subset} and use {@code prob0step(s,u)} * to determine result for {@code s}. * @param subset Only compute for these states * @param u Set of states {@code u} * @param result Store results here */ public default void prob0step(BitSet subset, BitSet u, BitSet result) { for (OfInt it = new IterableStateSet(subset, getNumStates()).iterator(); it.hasNext();) { int s = it.nextInt(); result.set(s, prob0step(s,u)); } } /** * Perform a single step of precomputation algorithm Prob1 for a single state, * i.e., for states s return true iff there is a transition to a state in * {@code v} and all transitions go to states in {@code u}. * @param s The state in question * @param u Set of states {@code u} * @param v Set of states {@code v} * @return true iff there is a transition from s to a state in v and all transitions go to u. */ public default boolean prob1step(int s, BitSet u, BitSet v) { boolean allTransitionsToU = true; boolean hasTransitionToV = false; for (SuccessorsIterator succ = getSuccessors(s); succ.hasNext(); ) { int t = succ.nextInt(); if (!u.get(t)) { allTransitionsToU = false; // early abort, as overall result is false break; } hasTransitionToV = hasTransitionToV || v.get(t); } return (allTransitionsToU && hasTransitionToV); } /** * Perform a single step of precomputation algorithm Prob1, i.e., for states i in {@code subset}, * set bit i of {@code result} iff there is a transition to a state in {@code v} and all transitions go to states in {@code u}. * @param subset Only compute for these states * @param u Set of states {@code u} * @param v Set of states {@code v} * @param result Store results here */ public default void prob1step(BitSet subset, BitSet u, BitSet v, BitSet result) { for (OfInt it = new IterableStateSet(subset, getNumStates()).iterator(); it.hasNext();) { int s = it.nextInt(); result.set(s, prob1step(s,u,v)); } } /** * Do a matrix-vector multiplication for * the DTMC's transition probability matrix P and the vector {@code vect} passed in. * i.e. for all s: result[s] = sum_j P(s,j)*vect[j] * @param vect Vector to multiply by * @param result Vector to store result in * @param subset Only do multiplication for these rows (ignored if null) * @param complement If true, {@code subset} is taken to be its complement (ignored if {@code subset} is null) */ public default void mvMult(double vect[], double result[], BitSet subset, boolean complement) { mvMult(vect, result, new IterableStateSet(subset, getNumStates(), complement).iterator()); } /** * Do a matrix-vector multiplication for the DTMC's transition probability matrix P * and the vector {@code vect} passed in, for the state indices provided by the iterator, * i.e., for all s of {@code states}: result[s] = sum_j P(s,j)*vect[j] *

* If the state indices in the iterator are not distinct, the result will still be valid, * but this situation should be avoided for performance reasons. * @param vect Vector to multiply by * @param result Vector to store result in * @param states Perform multiplication for these rows, in the iteration order */ public default void mvMult(double vect[], double result[], PrimitiveIterator.OfInt states) { while (states.hasNext()) { int s = states.nextInt(); result[s] = mvMultSingle(s, vect); } } /** * Do a single row of matrix-vector multiplication for * the DTMC's transition probability matrix P and the vector {@code vect} passed in. * i.e. return sum_j P(s,j)*vect[j] * @param s Row index * @param vect Vector to multiply by */ public default double mvMultSingle(int s, double vect[]) { return sumOverTransitions(s, (__, t, prob) -> { return prob * vect[t]; }); } /** * Do a Gauss-Seidel-style matrix-vector multiplication for * the DTMC's transition probability matrix P and the vector {@code vect} passed in, * storing new values directly in {@code vect} as computed. * i.e. for all s: vect[s] = (sum_{j!=s} P(s,j)*vect[j]) / (1-P(s,s)) * The maximum (absolute/relative) difference between old/new * elements of {@code vect} is also returned. * @param vect Vector to multiply by (and store the result in) * @param subset Only do multiplication for these rows (ignored if null) * @param complement If true, {@code subset} is taken to be its complement (ignored if {@code subset} is null) * @param absolute If true, compute absolute, rather than relative, difference * @return The maximum difference between old/new elements of {@code vect} */ public default double mvMultGS(double vect[], BitSet subset, boolean complement, boolean absolute) { return mvMultGS(vect, new IterableStateSet(subset, getNumStates(), complement).iterator(), absolute); } /** * Do a Gauss-Seidel-style matrix-vector multiplication for * the DTMC's transition probability matrix P and the vector {@code vect} passed in, * storing new values directly in {@code vect} as computed. * The order and subset of states is given by the iterator {@code states}, * i.e. for s in {@code states}: vect[s] = (sum_{j!=s} P(s,j)*vect[j]) / (1-P(s,s)) * The maximum (absolute/relative) difference between old/new * elements of {@code vect} is also returned. * @param vect Vector to multiply by (and store the result in) * @param states Do multiplication for these rows, in this order * @param absolute If true, compute absolute, rather than relative, difference * @return The maximum difference between old/new elements of {@code vect} */ public default double mvMultGS(double vect[], PrimitiveIterator.OfInt states, boolean absolute) { double d, diff, maxDiff = 0.0; while (states.hasNext()) { int s = states.nextInt(); d = mvMultJacSingle(s, vect); diff = absolute ? (Math.abs(d - vect[s])) : (Math.abs(d - vect[s]) / d); maxDiff = diff > maxDiff ? diff : maxDiff; vect[s] = d; } return maxDiff; } /** * Do a Gauss-Seidel-style matrix-vector multiplication (in the interval iteration context) for * the DTMC's transition probability matrix P and the vector {@code vect} passed in, * storing new values directly in {@code vect} as computed (for use in interval iteration). * i.e. for all s: vect[s] = (sum_{j!=s} P(s,j)*vect[j]) / (1-P(s,s)) * @param vect Vector to multiply by (and store the result in) * @param states Do multiplication for these rows, in this order * @param ensureMonotonic ensure monotonicity * @param checkMonotonic check monotonicity * @param fromBelow iteration from below or from above? (for ensureMonotonicity, checkMonotonicity) */ public default void mvMultGSIntervalIter(double vect[], PrimitiveIterator.OfInt states, boolean ensureMonotonic, boolean checkMonotonic, boolean fromBelow) throws PrismException { double d; while (states.hasNext()) { int s = states.nextInt(); d = mvMultJacSingle(s, vect); if (ensureMonotonic) { if (fromBelow) { // from below: do max old and new if (vect[s] > d) { d = vect[s]; } } else { // from above: do min old and new if (vect[s] < d) { d = vect[s]; } } } if (checkMonotonic) { if (fromBelow) { if (vect[s] > d) { throw new PrismException("Monotonicity violated (from below): old value " + vect[s] + " > new value " + d); } } else { if (vect[s] < d) { throw new PrismException("Monotonicity violated (from above): old value " + vect[s] + " < new value " + d); } } } vect[s] = d; } } /** * Do a Jacobi-style matrix-vector multiplication for the DTMC's transition probability matrix P * and the vector {@code vect} passed in, for the state indices provided by the iterator, * i.e., for all s of {@code states}: result[s] = (sum_{j!=s} P(s,j)*vect[j]) / (1-P(s,s)) *

* If the state indices in the iterator are not distinct, the result will still be valid, * but this situation should be avoided for performance reasons. * @param vect Vector to multiply by * @param result Vector to store result in * @param states Perform multiplication for these rows, in the iteration order */ public default void mvMultJac(double vect[], double result[], PrimitiveIterator.OfInt states) { while (states.hasNext()) { int s = states.nextInt(); result[s] = mvMultJacSingle(s, vect); } } /** * Do a single row of Jacobi-style matrix-vector multiplication for * the DTMC's transition probability matrix P and the vector {@code vect} passed in. * i.e. return (sum_{j!=s} P(s,j)*vect[j]) / (1-P(s,s)) * @param s Row index * @param vect Vector to multiply by */ public default double mvMultJacSingle(int s, double vect[]) { class Jacobi { double diag = 1.0; double d = 0.0; void accept(int s, int t, double prob) { if (t != s) { d += prob * vect[t]; } else { diag -= prob; } } } Jacobi jac = new Jacobi(); forEachTransition(s, jac::accept); double d = jac.d; double diag = jac.diag; if (diag > 0) d /= diag; return d; } /** * Do a matrix-vector multiplication and sum of action reward. * @param vect Vector to multiply by * @param mcRewards The rewards * @param result Vector to store result in * @param subset Only do multiplication for these rows (ignored if null) * @param complement If true, {@code subset} is taken to be its complement (ignored if {@code subset} is null) */ public default void mvMultRew(double vect[], MCRewards mcRewards, double result[], BitSet subset, boolean complement) { mvMultRew(vect, mcRewards, result, new IterableStateSet(subset, getNumStates(), complement).iterator()); } /** * Do a matrix-vector multiplication and sum of action reward. * @param vect Vector to multiply by * @param mcRewards The rewards * @param result Vector to store result in * @param states Do multiplication for these rows, in the specified order */ public default void mvMultRew(double vect[], MCRewards mcRewards, double result[], PrimitiveIterator.OfInt states) { while (states.hasNext()) { int s = states.nextInt(); result[s] = mvMultRewSingle(s, vect, mcRewards); } } /** * Do a matrix-vector multiplication and sum of action reward (Jacobi). * @param vect Vector to multiply by * @param mcRewards The rewards * @param result Vector to store result in * @param states Do multiplication for these rows, in the specified order */ public default void mvMultRewJac(double vect[], MCRewards mcRewards, double result[], PrimitiveIterator.OfInt states) { while (states.hasNext()) { int s = states.nextInt(); result[s] = mvMultRewJacSingle(s, vect, mcRewards); } } /** * Do a matrix-vector multiplication and sum of action reward (Gauss-Seidel). * @param vect Vector to multiply by and store result in * @param mcRewards The rewards * @param states Do multiplication for these rows, in the specified order * @param absolute If true, compute absolute, rather than relative, difference * @return The maximum difference between old/new elements of {@code vect} */ public default double mvMultRewGS(double vect[], MCRewards mcRewards, PrimitiveIterator.OfInt states, boolean absolute) { double d, diff, maxDiff = 0.0; while (states.hasNext()) { int s = states.nextInt(); d = mvMultRewJacSingle(s, vect, mcRewards); diff = absolute ? (Math.abs(d - vect[s])) : (Math.abs(d - vect[s]) / d); maxDiff = diff > maxDiff ? diff : maxDiff; vect[s] = d; } return maxDiff; } /** * Do a matrix-vector multiplication and sum of action reward (Gauss-Seidel, interval iteration context). * @param vect Vector to multiply by and store result in * @param mcRewards The rewards * @param states Do multiplication for these rows, in the specified order * @param ensureMonotonic ensure monotonicity * @param checkMonotonic check monotonicity * @param fromBelow iteration from below or from above? (for ensureMonotonicity, checkMonotonicity) */ public default void mvMultRewGSIntervalIter(double vect[], MCRewards mcRewards, PrimitiveIterator.OfInt states, boolean ensureMonotonic, boolean checkMonotonic, boolean fromBelow) throws PrismException { double d; while (states.hasNext()) { int s = states.nextInt(); d = mvMultRewJacSingle(s, vect, mcRewards); if (ensureMonotonic) { if (fromBelow) { // from below: do max old and new if (vect[s] > d) { d = vect[s]; } } else { // from above: do min old and new if (vect[s] < d) { d = vect[s]; } } } if (checkMonotonic) { if (fromBelow) { if (vect[s] > d) { throw new PrismException("Monotonicity violated (from below): old value " + vect[s] + " > new value " + d); } } else { if (vect[s] < d) { throw new PrismException("Monotonicity violated (from above): old value " + vect[s] + " < new value " + d); } } } vect[s] = d; } } /** * Do a single row of matrix-vector multiplication and sum of action reward. * @param s Row index * @param vect Vector to multiply by * @param mcRewards The rewards */ public default double mvMultRewSingle(int s, double vect[], MCRewards mcRewards) { double d = mcRewards.getStateReward(s); d += sumOverTransitions(s, (__, t, prob) -> { return prob * vect[t]; }); return d; } /** * Do a single row of matrix-vector multiplication and sum of reward, Jacobi-style, * i.e., return ( rew(s) + sum_{t!=s} P(s,t)*vect[t] ) / (1 - P(s,s)) * @param s Row index * @param vect Vector to multiply by * @param mcRewards The rewards */ public default double mvMultRewJacSingle(int s, double vect[], MCRewards mcRewards) { class Jacobi { double diag = 1.0; double d = mcRewards.getStateReward(s); boolean onlySelfLoops = true; void accept(int s, int t, double prob) { if (t != s) { d += prob * vect[t]; onlySelfLoops = false; } else { diag -= prob; } } } Jacobi jac = new Jacobi(); forEachTransition(s, jac::accept); double d = jac.d; double diag = jac.diag; if (jac.onlySelfLoops) { if (d != 0) { d = (d > 0 ? Double.POSITIVE_INFINITY : Double.NEGATIVE_INFINITY); } else { // no reward & only self-loops: d remains 0 d = 0; } } else { // not only self-loops, do Jacobi division if (diag > 0) d /= diag; } return d; } /** * Do a vector-matrix multiplication for * the DTMC's transition probability matrix P and the vector {@code vect} passed in. * i.e. for all s: result[s] = sum_i P(i,s)*vect[i] * @param vect Vector to multiply by * @param result Vector to store result in */ public default void vmMult(double vect[], double result[]) { // Initialise result to 0 Arrays.fill(result, 0); // Go through matrix elements (by row) for (int state = 0, numStates = getNumStates(); state < numStates; state++) { forEachTransition(state, (s, t, prob) -> { result[t] += prob * vect[s]; }); } } /** * Do a vector-matrix multiplication for steady-state computation with the power method. *

* Computes
* {@code result = vect * P} with matrix * {@code P = (Q * deltaT + I)} where
* {@code Q} is the generator matrix, * {@code deltaT} the preconditioning factor and * {@code I} is the the identity matrix.
* Please refer to William J. Stewart: "Introduction to the Numerical Solution of Markov Chains" p.124 for details. *

*

* If the {@code states} argument only specifies a subset of the state space, * only those entries of the {@code result} vector are modified that are either * states in {@code states} or their successors; other entries remain unchanged. * Thus, it generally only makes sense to use this method with a state sets that consists * of (the union of) bottom strongly-connected components (BSCCs). *

* @param vect Vector to multiply by * @param result Vector to store result in * @param diagsQ vector of the diagonal entries of the generator matrix Q, i.e., diagsQ[s] = -sum_{s!=t} prob(s,t) * @param deltaT deltaT conditioning factor * @param states subset of states to consider */ public default void vmMultPowerSteadyState(double vect[], double[] result, double[] diagsQ, double deltaT, IterableInt states) { // Recall that the generator matrix Q has entries // Q(s,s) = -sum_{t!=s} prob(s,t) // and Q(s,t) = prob(s,t) for s!=t // The values Q(s,s) are passed in via the diagsQ vector, while the // values Q(s,t) correspond to the normal transitions // Initialise result for relevant states to vect[s] * (deltaT * diagsQ[s] + 1), // i.e., handle the product with the diagonal entries of (deltaT * Q) + I for (OfInt it = states.iterator(); it.hasNext(); ) { int state = it.nextInt(); result[state] = vect[state] * ((deltaT * diagsQ[state]) + 1.0); } // For each relevant state... for (OfInt it = states.iterator(); it.hasNext();) { int state = it.nextInt(); // ... handle all Q(state,t) entries of the generator matrix forEachTransition(state, (s, t, prob) -> { if (s != t) { // ignore self loop, diagonal entries of the generator matrix handled above // update result vector entry for the *successor* state result[t] += deltaT * prob * vect[s]; } }); } } }