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