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//==============================================================================
//
// Copyright (c) 2002-
// Authors:
// * Dave Parker <david.parker@comlab.ox.ac.uk> (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.io.File;
import java.util.Arrays;
import java.util.BitSet;
import java.util.Iterator;
import java.util.List;
import java.util.Map;
import java.util.Map.Entry;
import java.util.PrimitiveIterator;
import java.util.PrimitiveIterator.OfInt;
import java.util.Vector;
import parser.VarList;
import parser.ast.Declaration;
import parser.ast.DeclarationIntUnbounded;
import parser.ast.Expression;
import prism.ModelType;
import prism.OptionsIntervalIteration;
import prism.Prism;
import prism.PrismComponent;
import prism.PrismException;
import prism.PrismFileLog;
import prism.PrismNotSupportedException;
import prism.PrismSettings;
import prism.PrismUtils;
import acceptance.AcceptanceReach;
import acceptance.AcceptanceType;
import automata.DA;
import common.IntSet;
import common.StopWatch;
import common.IterableBitSet;
import explicit.LTLModelChecker.LTLProduct;
import explicit.modelviews.DTMCAlteredDistributions;
import explicit.modelviews.MDPFromDTMC;
import explicit.rewards.MCRewards;
import explicit.rewards.MDPRewards;
import explicit.rewards.Rewards;
/**
* Explicit-state model checker for discrete-time Markov chains (DTMCs).
*/
public class DTMCModelChecker extends ProbModelChecker
{
/**
* Create a new DTMCModelChecker, inherit basic state from parent (unless null).
*/
public DTMCModelChecker(PrismComponent parent) throws PrismException
{
super(parent);
}
// Model checking functions
@Override
protected StateValues checkProbPathFormulaLTL(Model model, Expression expr, boolean qual, MinMax minMax, BitSet statesOfInterest) throws PrismException
{
LTLModelChecker mcLtl;
StateValues probsProduct, probs;
LTLModelChecker.LTLProduct<DTMC> product;
DTMCModelChecker mcProduct;
// For LTL model checking routines
mcLtl = new LTLModelChecker(this);
// Build product of Markov chain and automaton
AcceptanceType[] allowedAcceptance = {
AcceptanceType.RABIN,
AcceptanceType.REACH,
AcceptanceType.BUCHI,
AcceptanceType.STREETT,
AcceptanceType.GENERIC
};
product = mcLtl.constructProductMC(this, (DTMC)model, expr, statesOfInterest, allowedAcceptance);
// Output product, if required
if (getExportProductTrans()) {
mainLog.println("\nExporting product transition matrix to file \"" + getExportProductTransFilename() + "\"...");
product.getProductModel().exportToPrismExplicitTra(getExportProductTransFilename());
}
if (getExportProductStates()) {
mainLog.println("\nExporting product state space to file \"" + getExportProductStatesFilename() + "\"...");
PrismFileLog out = new PrismFileLog(getExportProductStatesFilename());
VarList newVarList = (VarList) modulesFile.createVarList().clone();
String daVar = "_da";
while (newVarList.getIndex(daVar) != -1) {
daVar = "_" + daVar;
}
newVarList.addVar(0, new Declaration(daVar, new DeclarationIntUnbounded()), 1, null);
product.getProductModel().exportStates(Prism.EXPORT_PLAIN, newVarList, out);
out.close();
}
// Find accepting states + compute reachability probabilities
BitSet acc;
if (product.getAcceptance() instanceof AcceptanceReach) {
mainLog.println("\nSkipping BSCC computation since acceptance is defined via goal states...");
acc = ((AcceptanceReach)product.getAcceptance()).getGoalStates();
} else {
mainLog.println("\nFinding accepting BSCCs...");
acc = mcLtl.findAcceptingBSCCs(product.getProductModel(), product.getAcceptance());
}
mainLog.println("\nComputing reachability probabilities...");
mcProduct = new DTMCModelChecker(this);
mcProduct.inheritSettings(this);
ModelCheckerResult res = mcProduct.computeReachProbs(product.getProductModel(), acc);
probsProduct = StateValues.createFromDoubleArray(res.soln, product.getProductModel());
// Output vector over product, if required
if (getExportProductVector()) {
mainLog.println("\nExporting product solution vector matrix to file \"" + getExportProductVectorFilename() + "\"...");
PrismFileLog out = new PrismFileLog(getExportProductVectorFilename());
probsProduct.print(out, false, false, false, false);
out.close();
}
// Mapping probabilities in the original model
probs = product.projectToOriginalModel(probsProduct);
probsProduct.clear();
return probs;
}
/**
* Compute rewards for a co-safe LTL reward operator.
*/
protected StateValues checkRewardCoSafeLTL(Model model, Rewards modelRewards, Expression expr, MinMax minMax, BitSet statesOfInterest) throws PrismException
{
LTLModelChecker mcLtl;
MCRewards productRewards;
StateValues rewardsProduct, rewards;
DTMCModelChecker mcProduct;
LTLProduct<DTMC> product;
// For LTL model checking routines
mcLtl = new LTLModelChecker(this);
// Model check maximal state formulas and construct DFA, with the special
// handling needed for cosafety reward translation
Vector<BitSet> labelBS = new Vector<BitSet>();
DA<BitSet, AcceptanceReach> da = mcLtl.constructDFAForCosafetyRewardLTL(this, model, expr, labelBS);
StopWatch timer = new StopWatch(mainLog);
mainLog.println("\nConstructing " + model.getModelType() + "-" + da.getAutomataType() + " product...");
timer.start(model.getModelType() + "-" + da.getAutomataType() + " product");
product = mcLtl.constructProductModel(da, (DTMC)model, labelBS, statesOfInterest);
timer.stop("product has " + product.getProductModel().infoString());
// Adapt reward info to product model
productRewards = ((MCRewards) modelRewards).liftFromModel(product);
// Output product, if required
if (getExportProductTrans()) {
mainLog.println("\nExporting product transition matrix to file \"" + getExportProductTransFilename() + "\"...");
product.getProductModel().exportToPrismExplicitTra(getExportProductTransFilename());
}
if (getExportProductStates()) {
mainLog.println("\nExporting product state space to file \"" + getExportProductStatesFilename() + "\"...");
PrismFileLog out = new PrismFileLog(getExportProductStatesFilename());
VarList newVarList = (VarList) modulesFile.createVarList().clone();
String daVar = "_da";
while (newVarList.getIndex(daVar) != -1) {
daVar = "_" + daVar;
}
newVarList.addVar(0, new Declaration(daVar, new DeclarationIntUnbounded()), 1, null);
product.getProductModel().exportStates(Prism.EXPORT_PLAIN, newVarList, out);
out.close();
}
// Find accepting states + compute reachability rewards
BitSet acc = ((AcceptanceReach)product.getAcceptance()).getGoalStates();
mainLog.println("\nComputing reachability rewards...");
mcProduct = new DTMCModelChecker(this);
mcProduct.inheritSettings(this);
ModelCheckerResult res = mcProduct.computeReachRewards((DTMC)product.getProductModel(), productRewards, acc);
rewardsProduct = StateValues.createFromDoubleArray(res.soln, product.getProductModel());
// Output vector over product, if required
if (getExportProductVector()) {
mainLog.println("\nExporting product solution vector matrix to file \"" + getExportProductVectorFilename() + "\"...");
PrismFileLog out = new PrismFileLog(getExportProductVectorFilename());
rewardsProduct.print(out, false, false, false, false);
out.close();
}
// Mapping rewards in the original model
rewards = product.projectToOriginalModel(rewardsProduct);
rewardsProduct.clear();
return rewards;
}
public ModelCheckerResult computeInstantaneousRewards(DTMC dtmc, MCRewards mcRewards, int k, BitSet statesOfInterest) throws PrismException
{
if (statesOfInterest.cardinality() == 1) {
return computeInstantaneousRewardsForwards(dtmc, mcRewards, k, statesOfInterest.nextSetBit(0));
} else {
return computeInstantaneousRewardsBackwards(dtmc, mcRewards, k);
}
}
public ModelCheckerResult computeInstantaneousRewardsBackwards(DTMC dtmc, MCRewards mcRewards, int k) throws PrismException
{
ModelCheckerResult res = null;
int i, n, iters;
double soln[], soln2[], tmpsoln[];
long timer;
// Store num states
n = dtmc.getNumStates();
// Start backwards transient computation
timer = System.currentTimeMillis();
mainLog.println("\nStarting backwards instantaneous rewards computation...");
// Create solution vector(s)
soln = new double[n];
soln2 = new double[n];
// Initialise solution vectors.
for (i = 0; i < n; i++)
soln[i] = mcRewards.getStateReward(i);
// Start iterations
for (iters = 0; iters < k; iters++) {
// Matrix-vector multiply
dtmc.mvMult(soln, soln2, null, false);
// Swap vectors for next iter
tmpsoln = soln;
soln = soln2;
soln2 = tmpsoln;
}
// Finished backwards transient computation
timer = System.currentTimeMillis() - timer;
mainLog.print("Backwards transient instantaneous rewards computation");
mainLog.println(" took " + iters + " iters and " + timer / 1000.0 + " seconds.");
// Return results
res = new ModelCheckerResult();
res.soln = soln;
res.lastSoln = soln2;
res.numIters = iters;
res.timeTaken = timer / 1000.0;
res.timePre = 0.0;
return res;
}
public ModelCheckerResult computeInstantaneousRewardsForwards(DTMC dtmc, MCRewards mcRewards, int k, int stateOfInterest) throws PrismException
{
// Build a point probability distribution for the required state
double[] initDist = new double[dtmc.getNumStates()];
initDist[stateOfInterest] = 1.0;
// Compute (forward) transient probabilities
ModelCheckerResult res = computeTransientProbs(dtmc, k, initDist);
// Compute expected value (from initial state)
int n = dtmc.getNumStates();
double avg = 0.0;
for (int i = 0; i < n; i++) {
avg += res.soln[i] *= mcRewards.getStateReward(i);
}
// Reuse vector/result storage
for (int i = 0; i < n; i++) {
res.soln[i] = 0.0;
}
res.soln[stateOfInterest] = avg;
return res;
}
public ModelCheckerResult computeCumulativeRewards(DTMC dtmc, MCRewards mcRewards, double t) throws PrismException
{
ModelCheckerResult res = null;
int i, n, iters;
double soln[], soln2[], tmpsoln[];
long timer;
int right = (int) t;
// Store num states
n = dtmc.getNumStates();
// Start backwards transient computation
timer = System.currentTimeMillis();
mainLog.println("\nStarting backwards cumulative rewards computation...");
// Create solution vector(s)
soln = new double[n];
soln2 = new double[n];
// Start iterations
for (iters = 0; iters < right; iters++) {
// Matrix-vector multiply plus adding rewards
dtmc.mvMult(soln, soln2, null, false);
for (i = 0; i < n; i++) {
soln2[i] += mcRewards.getStateReward(i);
}
// Swap vectors for next iter
tmpsoln = soln;
soln = soln2;
soln2 = tmpsoln;
}
// Finished backwards transient computation
timer = System.currentTimeMillis() - timer;
mainLog.print("Backwards cumulative rewards computation");
mainLog.println(" took " + iters + " iters and " + timer / 1000.0 + " seconds.");
// Return results
res = new ModelCheckerResult();
res.soln = soln;
res.lastSoln = soln2;
res.numIters = iters;
res.timeTaken = timer / 1000.0;
res.timePre = 0.0;
return res;
}
public ModelCheckerResult computeTotalRewards(DTMC dtmc, MCRewards mcRewards) throws PrismException
{
ModelCheckerResult res = null;
int n, numBSCCs = 0;
long timer;
if (getDoIntervalIteration()) {
throw new PrismNotSupportedException("Interval iteration for total rewards is currently not supported");
}
// Switch to a supported method, if necessary
if (!(linEqMethod == LinEqMethod.POWER)) {
linEqMethod = LinEqMethod.POWER;
mainLog.printWarning("Switching to linear equation solution method \"" + linEqMethod.fullName() + "\"");
}
// Store num states
n = dtmc.getNumStates();
// Start total rewards computation
timer = System.currentTimeMillis();
mainLog.println("\nStarting total reward computation...");
// Compute bottom strongly connected components (BSCCs)
SCCConsumerStore sccStore = new SCCConsumerStore();
SCCComputer sccComputer = SCCComputer.createSCCComputer(this, dtmc, sccStore);
sccComputer.computeSCCs();
List<BitSet> bsccs = sccStore.getBSCCs();
numBSCCs = bsccs.size();
// Find BSCCs with non-zero reward
BitSet bsccsNonZero = new BitSet();
for (int b = 0; b < numBSCCs; b++) {
BitSet bscc = bsccs.get(b);
for (int i = bscc.nextSetBit(0); i >= 0; i = bscc.nextSetBit(i + 1)) {
if (mcRewards.getStateReward(i) > 0) {
bsccsNonZero.or(bscc);
break;
}
}
}
mainLog.print("States in non-zero reward BSCCs: " + bsccsNonZero.cardinality() + "\n");
// Find states with infinite reward (those reach a non-zero reward BSCC with prob > 0)
BitSet inf;
if (preRel) {
// prob0 using predecessor relation
PredecessorRelation pre = dtmc.getPredecessorRelation(this, true);
inf = prob0(dtmc, null, bsccsNonZero, pre);
} else {
// prob0 using fixed point algorithm
inf = prob0(dtmc, null, bsccsNonZero);
}
inf.flip(0, n);
int numInf = inf.cardinality();
mainLog.println("inf=" + numInf + ", maybe=" + (n - numInf));
// Compute rewards
// (do this using the functions for "reward reachability" properties but with no targets)
switch (linEqMethod) {
case POWER:
res = computeReachRewardsValIter(dtmc, mcRewards, new BitSet(), inf, null, null);
break;
default:
throw new PrismException("Unknown linear equation solution method " + linEqMethod.fullName());
}
// Finished total reward computation
timer = System.currentTimeMillis() - timer;
mainLog.print("Total reward computation");
mainLog.println(" took " + timer / 1000.0 + " seconds.");
// Return results
return res;
}
// Steady-state/transient probability computation
/**
* Compute steady-state probability distribution (forwards).
* Start from initial state (or uniform distribution over multiple initial states).
*/
public StateValues doSteadyState(DTMC dtmc) throws PrismException
{
return doSteadyState(dtmc, (StateValues) null);
}
/**
* Compute steady-state probability distribution (forwards).
* Optionally, use the passed in file initDistFile to give the initial probability distribution (time 0).
* If null, start from initial state (or uniform distribution over multiple initial states).
*/
public StateValues doSteadyState(DTMC dtmc, File initDistFile) throws PrismException
{
StateValues initDist = readDistributionFromFile(initDistFile, dtmc);
return doSteadyState(dtmc, initDist);
}
/**
* Compute steady-state probability distribution (forwards).
* Optionally, use the passed in vector initDist as the initial probability distribution (time 0).
* If null, start from initial state (or uniform distribution over multiple initial states).
* For reasons of efficiency, when a vector is passed in, it will be trampled over,
* so if you wanted it, take a copy.
* @param dtmc The DTMC
* @param initDist Initial distribution (will be overwritten)
*/
public StateValues doSteadyState(DTMC dtmc, StateValues initDist) throws PrismException
{
StateValues initDistNew = (initDist == null) ? buildInitialDistribution(dtmc) : initDist;
ModelCheckerResult res = computeSteadyStateProbs(dtmc, initDistNew.getDoubleArray());
return StateValues.createFromDoubleArray(res.soln, dtmc);
}
/**
* Compute transient probability distribution (forwards).
* Start from initial state (or uniform distribution over multiple initial states).
*/
public StateValues doTransient(DTMC dtmc, int k) throws PrismException
{
return doTransient(dtmc, k, (StateValues) null);
}
/**
* Compute transient probability distribution (forwards).
* Optionally, use the passed in file initDistFile to give the initial probability distribution (time 0).
* If null, start from initial state (or uniform distribution over multiple initial states).
* @param dtmc The DTMC
* @param k Time step
* @param initDistFile File containing initial distribution
*/
public StateValues doTransient(DTMC dtmc, int k, File initDistFile) throws PrismException
{
StateValues initDist = readDistributionFromFile(initDistFile, dtmc);
return doTransient(dtmc, k, initDist);
}
/**
* Compute transient probability distribution (forwards).
* Optionally, use the passed in vector initDist as the initial probability distribution (time step 0).
* If null, start from initial state (or uniform distribution over multiple initial states).
* For reasons of efficiency, when a vector is passed in, it will be trampled over,
* so if you wanted it, take a copy.
* @param dtmc The DTMC
* @param k Time step
* @param initDist Initial distribution (will be overwritten)
*/
public StateValues doTransient(DTMC dtmc, int k, StateValues initDist) throws PrismException
{
StateValues initDistNew = (initDist == null) ? buildInitialDistribution(dtmc) : initDist;
ModelCheckerResult res = computeTransientProbs(dtmc, k, initDistNew.getDoubleArray());
return StateValues.createFromDoubleArray(res.soln, dtmc);
}
// Numerical computation functions
/**
* Compute next=state probabilities.
* i.e. compute the probability of being in a state in {@code target} in the next step.
* @param dtmc The DTMC
* @param target Target states
*/
public ModelCheckerResult computeNextProbs(DTMC dtmc, BitSet target) throws PrismException
{
ModelCheckerResult res = null;
int n;
double soln[], soln2[];
long timer;
timer = System.currentTimeMillis();
// Store num states
n = dtmc.getNumStates();
// Create/initialise solution vector(s)
soln = Utils.bitsetToDoubleArray(target, n);
soln2 = new double[n];
// Next-step probabilities
dtmc.mvMult(soln, soln2, null, false);
// Return results
res = new ModelCheckerResult();
res.soln = soln2;
res.numIters = 1;
res.timeTaken = timer / 1000.0;
return res;
}
/**
* Given a value vector x, compute the probability:
* v(s) = Sum_s' P(s,s')*x(s') for s labeled with a,
* v(s) = 0 for s not labeled with a.
*
* @param dtmc the DTMC model
* @param a the set of states labeled with a
* @param x the value vector
*/
protected double[] computeRestrictedNext(DTMC dtmc, BitSet a, double[] x)
{
double[] soln;
int n;
// Store num states
n = dtmc.getNumStates();
// initialized to 0.0
soln = new double[n];
// Next-step probabilities multiplication
// restricted to a states
dtmc.mvMult(x, soln, a, false);
return soln;
}
/**
* Compute reachability probabilities.
* i.e. compute the probability of reaching a state in {@code target}.
* @param dtmc The DTMC
* @param target Target states
*/
public ModelCheckerResult computeReachProbs(DTMC dtmc, BitSet target) throws PrismException
{
return computeReachProbs(dtmc, null, target, null, null);
}
/**
* Compute until probabilities.
* i.e. compute the probability of reaching a state in {@code target},
* while remaining in those in {@code remain}.
* @param dtmc The DTMC
* @param remain Remain in these states (optional: null means "all")
* @param target Target states
*/
public ModelCheckerResult computeUntilProbs(DTMC dtmc, BitSet remain, BitSet target) throws PrismException
{
return computeReachProbs(dtmc, remain, target, null, null);
}
/**
* Compute reachability/until probabilities.
* i.e. compute the min/max probability of reaching a state in {@code target},
* while remaining in those in {@code remain}.
* @param dtmc The DTMC
* @param remain Remain in these states (optional: null means "all")
* @param target Target states
* @param init Optionally, an initial solution vector (may be overwritten)
* @param known Optionally, a set of states for which the exact answer is known
* Note: if 'known' is specified (i.e. is non-null, 'init' must also be given and is used for the exact values.
*/
public ModelCheckerResult computeReachProbs(DTMC dtmc, BitSet remain, BitSet target, double init[], BitSet known) throws PrismException
{
ModelCheckerResult res = null;
BitSet no, yes;
int n, numYes, numNo;
long timer, timerProb0, timerProb1;
PredecessorRelation pre = null;
// Local copy of setting
LinEqMethod linEqMethod = this.linEqMethod;
// Switch to a supported method, if necessary
switch (linEqMethod)
{
case POWER:
case GAUSS_SEIDEL:
case BACKWARDS_GAUSS_SEIDEL:
case JACOBI:
break; // supported
default:
linEqMethod = LinEqMethod.GAUSS_SEIDEL;
mainLog.printWarning("Switching to linear equation solution method \"" + linEqMethod.fullName() + "\"");
}
if (doIntervalIteration && (!precomp || !prob0 || !prob1)) {
throw new PrismNotSupportedException("Interval iteration requires precomputations to be active");
}
// Start probabilistic reachability
timer = System.currentTimeMillis();
mainLog.println("\nStarting probabilistic reachability...");
// Check for deadlocks in non-target state (because breaks e.g. prob1)
dtmc.checkForDeadlocks(target);
// Store num states
n = dtmc.getNumStates();
// Optimise by enlarging target set (if more info is available)
if (init != null && known != null && !known.isEmpty()) {
BitSet targetNew = (BitSet) target.clone();
for (int i : new IterableBitSet(known)) {
if (init[i] == 1.0) {
targetNew.set(i);
}
}
target = targetNew;
}
// If required, export info about target states
if (getExportTarget()) {
BitSet bsInit = new BitSet(n);
for (int i = 0; i < n; i++) {
bsInit.set(i, dtmc.isInitialState(i));
}
List<BitSet> labels = Arrays.asList(bsInit, target);
List<String> labelNames = Arrays.asList("init", "target");
mainLog.println("\nExporting target states info to file \"" + getExportTargetFilename() + "\"...");
exportLabels(dtmc, labels, labelNames, Prism.EXPORT_PLAIN, new PrismFileLog(getExportTargetFilename()));
}
if (precomp && (prob0 || prob1) && preRel) {
pre = dtmc.getPredecessorRelation(this, true);
}
// Precomputation
timerProb0 = System.currentTimeMillis();
if (precomp && prob0) {
if (preRel) {
no = prob0(dtmc, remain, target, pre);
} else {
no = prob0(dtmc, remain, target);
}
} else {
no = new BitSet();
}
timerProb0 = System.currentTimeMillis() - timerProb0;
timerProb1 = System.currentTimeMillis();
if (precomp && prob1) {
if (preRel) {
yes = prob1(dtmc, remain, target, pre);
} else {
yes = prob1(dtmc, remain, target);
}
} else {
yes = (BitSet) target.clone();
}
timerProb1 = System.currentTimeMillis() - timerProb1;
// Print results of precomputation
numYes = yes.cardinality();
numNo = no.cardinality();
mainLog.println("target=" + target.cardinality() + ", yes=" + numYes + ", no=" + numNo + ", maybe=" + (n - (numYes + numNo)));
boolean termCritAbsolute = termCrit == TermCrit.ABSOLUTE;
// Compute probabilities
IterationMethod iterationMethod = null;
switch (linEqMethod) {
case POWER:
iterationMethod = new IterationMethodPower(termCritAbsolute, termCritParam);
break;
case JACOBI:
iterationMethod = new IterationMethodJacobi(termCritAbsolute, termCritParam);
break;
case GAUSS_SEIDEL:
case BACKWARDS_GAUSS_SEIDEL: {
boolean backwards = linEqMethod == LinEqMethod.BACKWARDS_GAUSS_SEIDEL;
iterationMethod = new IterationMethodGS(termCritAbsolute, termCritParam, backwards);
break;
}
default:
throw new PrismException("Unknown linear equation solution method " + linEqMethod.fullName());
}
if (doIntervalIteration) {
res = doIntervalIterationReachProbs(dtmc, no, yes, init, known, iterationMethod, getDoTopologicalValueIteration());
} else {
res = doValueIterationReachProbs(dtmc, no, yes, init, known, iterationMethod, getDoTopologicalValueIteration());
}
// Finished probabilistic reachability
timer = System.currentTimeMillis() - timer;
mainLog.println("Probabilistic reachability took " + timer / 1000.0 + " seconds.");
// Update time taken
res.timeTaken = timer / 1000.0;
res.timeProb0 = timerProb0 / 1000.0;
res.timePre = (timerProb0 + timerProb1) / 1000.0;
return res;
}
/**
* Prob0 precomputation algorithm (using predecessor relation),
* i.e. determine the states of a DTMC which, with probability 0,
* reach a state in {@code target}, while remaining in those in {@code remain}.
* @param dtmc The DTMC
* @param remain Remain in these states (optional: {@code null} means "all states")
* @param target Target states
* @param pre The predecessor relation
*/
public BitSet prob0(DTMC dtmc, BitSet remain, BitSet target, PredecessorRelation pre)
{
BitSet canReachTarget, result;
long timer;
// Start precomputation
timer = System.currentTimeMillis();
if (!silentPrecomputations)
mainLog.println("Starting Prob0...");
// Special case: no target states
if (target.isEmpty()) {
BitSet soln = new BitSet(dtmc.getNumStates());
soln.set(0, dtmc.getNumStates());
return soln;
}
// calculate all states that can reach 'target'
// while remaining in 'remain' in the underlying graph,
// where all the 'target' states are made absorbing
canReachTarget = pre.calculatePreStar(remain, target, target);
// prob0 = complement of 'canReachTarget'
result = new BitSet();
result.set(0, dtmc.getNumStates(), true);
result.andNot(canReachTarget);
// Finished precomputation
timer = System.currentTimeMillis() - timer;
if (!silentPrecomputations) {
mainLog.print("Prob0");
mainLog.println(" took " + timer / 1000.0 + " seconds.");
}
return result;
}
/**
* Prob0 precomputation algorithm (using a fixed-point computation),
* i.e. determine the states of a DTMC which, with probability 0,
* reach a state in {@code target}, while remaining in those in {@code remain}.
* @param dtmc The DTMC
* @param remain Remain in these states (optional: {@code null} means "all")
* @param target Target states
*/
public BitSet prob0(DTMC dtmc, BitSet remain, BitSet target)
{
int n, iters;
BitSet u, soln, unknown;
boolean u_done;
long timer;
// Start precomputation
timer = System.currentTimeMillis();
if (!silentPrecomputations)
mainLog.println("Starting Prob0...");
// Special case: no target states
if (target.cardinality() == 0) {
soln = new BitSet(dtmc.getNumStates());
soln.set(0, dtmc.getNumStates());
return soln;
}
// Initialise vectors
n = dtmc.getNumStates();
u = new BitSet(n);
soln = new BitSet(n);
// Determine set of states actually need to perform computation for
unknown = new BitSet();
unknown.set(0, n);
unknown.andNot(target);
if (remain != null)
unknown.and(remain);
// Fixed point loop
iters = 0;
u_done = false;
// Least fixed point - should start from 0 but we optimise by
// starting from 'target', thus bypassing first iteration
u.or(target);
soln.or(target);
while (!u_done) {
iters++;
// Single step of Prob0
dtmc.prob0step(unknown, u, soln);
// Check termination
u_done = soln.equals(u);
// u = soln
u.clear();
u.or(soln);
}
// Negate
u.flip(0, n);
// Finished precomputation
timer = System.currentTimeMillis() - timer;
if (!silentPrecomputations) {
mainLog.print("Prob0");
mainLog.println(" took " + iters + " iterations and " + timer / 1000.0 + " seconds.");
}
return u;
}
/**
* Prob1 precomputation algorithm (using predecessor relation),
* i.e. determine the states of a DTMC which, with probability 1,
* reach a state in {@code target}, while remaining in those in {@code remain}.
* @param dtmc The DTMC
* @param remain Remain in these states (optional: null means "all")
* @param target Target states
* @param pre The predecessor relation of the DTMC
*/
public BitSet prob1(DTMC dtmc, BitSet remain, BitSet target, PredecessorRelation pre) {
// Implements the constrained reachability algorithm from
// Baier, Katoen: Principles of Model Checking (Corollary 10.31 Qualitative Constrained Reachability)
long timer;
// Start precomputation
timer = System.currentTimeMillis();
if (!silentPrecomputations)
mainLog.println("Starting Prob1...");
// Special case: no 'target' states
if (target.isEmpty()) {
// empty set
return new BitSet();
}
// mark all states in 'target' and all states not in 'remain' as absorbing
BitSet absorbing = new BitSet();
if (remain != null) {
// complement remain
absorbing.set(0, dtmc.getNumStates(), true);
absorbing.andNot(remain);
} else {
// for remain == null, remain consists of all states
// thus, absorbing = the empty set is already the complementation of remain
}
// union with 'target'
absorbing.or(target);
// M' = DTMC where all 'absorbing' states are considered to be absorbing
// the set of states that satisfy E [ F target ] in M'
// Pre*(target)
BitSet canReachTarget = pre.calculatePreStar(null, target, absorbing);
// complement canReachTarget
// S\Pre*(target)
BitSet canNotReachTarget = new BitSet();
canNotReachTarget.set(0, dtmc.getNumStates(), true);
canNotReachTarget.andNot(canReachTarget);
// the set of states that can reach a canNotReachTarget state in M'
// Pre*(S\Pre*(target))
BitSet probTargetNot1 = pre.calculatePreStar(null, canNotReachTarget, absorbing);
// complement probTargetNot1
// S\Pre*(S\Pre*(target))
BitSet result = new BitSet();
result.set(0, dtmc.getNumStates(), true);
result.andNot(probTargetNot1);
// Finished precomputation
timer = System.currentTimeMillis() - timer;
if (!silentPrecomputations) {
mainLog.print("Prob1");
mainLog.println(" took " + timer / 1000.0 + " seconds.");
}
return result;
}
/**
* Prob1 precomputation algorithm (using a fixed-point computation)
* i.e. determine the states of a DTMC which, with probability 1,
* reach a state in {@code target}, while remaining in those in {@code remain}.
* @param dtmc The DTMC
* @param remain Remain in these states (optional: {@code null} means "all")
* @param target Target states
*/
public BitSet prob1(DTMC dtmc, BitSet remain, BitSet target)
{
int n, iters;
BitSet u, v, soln, unknown;
boolean u_done, v_done;
long timer;
// Start precomputation
timer = System.currentTimeMillis();
if (!silentPrecomputations)
mainLog.println("Starting Prob1...");
// Special case: no target states
if (target.cardinality() == 0) {
return new BitSet(dtmc.getNumStates());
}
// Initialise vectors
n = dtmc.getNumStates();
u = new BitSet(n);
v = new BitSet(n);
soln = new BitSet(n);
// Determine set of states actually need to perform computation for
unknown = new BitSet();
unknown.set(0, n);
unknown.andNot(target);
if (remain != null)
unknown.and(remain);
// Nested fixed point loop
iters = 0;
u_done = false;
// Greatest fixed point
u.set(0, n);
while (!u_done) {
v_done = false;
// Least fixed point - should start from 0 but we optimise by
// starting from 'target', thus bypassing first iteration
v.clear();
v.or(target);
soln.clear();
soln.or(target);
while (!v_done) {
iters++;
// Single step of Prob1
dtmc.prob1step(unknown, u, v, soln);
// Check termination (inner)
v_done = soln.equals(v);
// v = soln
v.clear();
v.or(soln);
}
// Check termination (outer)
u_done = v.equals(u);
// u = v
u.clear();
u.or(v);
}
// Finished precomputation
timer = System.currentTimeMillis() - timer;
if (!silentPrecomputations) {
mainLog.print("Prob1");
mainLog.println(" took " + iters + " iterations and " + timer / 1000.0 + " seconds.");
}
return u;
}
/**
* Compute reachability probabilities using value iteration.
* @param dtmc The DTMC
* @param no Probability 0 states
* @param yes Probability 1 states
* @param init Optionally, an initial solution vector (will be overwritten)
* @param known Optionally, a set of states for which the exact answer is known
* Note: if 'known' is specified (i.e. is non-null), 'init' must also be given and is used for the exact values.
* @param topological do topological value iteration?
*/
protected ModelCheckerResult doValueIterationReachProbs(DTMC dtmc, BitSet no, BitSet yes, double init[], BitSet known, IterationMethod iterationMethod, boolean topological) throws PrismException
{
BitSet unknown;
int i, n;
double initVal;
long timer;
// Start value iteration
timer = System.currentTimeMillis();
String description = (topological ? "topological, " : "" ) + "with " + iterationMethod.getDescriptionShort();
mainLog.println("Starting value iteration (" + description + ")...");
ExportIterations iterationsExport = null;
if (settings.getBoolean(PrismSettings.PRISM_EXPORT_ITERATIONS)) {
iterationsExport = new ExportIterations("Explicit DTMC ReachProbs value iteration (" + description + ")");
mainLog.println("Exporting iterations to " + iterationsExport.getFileName());
}
// Store num states
n = dtmc.getNumStates();
// Initialise solution vectors. Use (where available) the following in order of preference:
// (1) exact answer, if already known; (2) 1.0/0.0 if in yes/no; (3) passed in initial value; (4) initVal
// where initVal is 0.0 or 1.0, depending on whether we converge from below/above.
initVal = (valIterDir == ValIterDir.BELOW) ? 0.0 : 1.0;
if (init != null) {
if (known != null) {
for (i = 0; i < n; i++)
init[i] = known.get(i) ? init[i] : yes.get(i) ? 1.0 : no.get(i) ? 0.0 : init[i];
} else {
for (i = 0; i < n; i++)
init[i] = yes.get(i) ? 1.0 : no.get(i) ? 0.0 : init[i];
}
} else {
init = new double[n];
for (i = 0; i < n; i++)
init[i] = yes.get(i) ? 1.0 : no.get(i) ? 0.0 : initVal;
}
// Determine set of states actually need to compute values for
unknown = new BitSet();
unknown.set(0, n);
unknown.andNot(yes);
unknown.andNot(no);
if (known != null)
unknown.andNot(known);
IterationMethod.IterationValIter iterationReachProbs = iterationMethod.forMvMult(dtmc);
iterationReachProbs.init(init);
if (iterationsExport != null)
iterationsExport.exportVector(init, 0);
IntSet unknownStates = IntSet.asIntSet(unknown);
if (topological) {
// Compute SCCInfo, including trivial SCCs in the subgraph obtained when only considering
// states in unknown
SCCInfo sccs = SCCComputer.computeTopologicalOrdering(this, dtmc, true, unknown::get);
IterationMethod.SingletonSCCSolver singletonSCCSolver = (int s, double[] soln) -> {
soln[s] = dtmc.mvMultJacSingle(s, soln);
};
// run the actual value iteration
return iterationMethod.doTopologicalValueIteration(this, description, sccs, iterationReachProbs, singletonSCCSolver, timer, iterationsExport);
} else {
// run the actual value iteration
return iterationMethod.doValueIteration(this, description, iterationReachProbs, unknownStates, timer, iterationsExport);
}
}
/**
* Compute reachability probabilities using value iteration.
* @param dtmc The DTMC
* @param no Probability 0 states
* @param yes Probability 1 states
* @param init Optionally, an initial solution vector (will be overwritten)
* @param known Optionally, a set of states for which the exact answer is known
* Note: if 'known' is specified (i.e. is non-null), 'init' must also be given and is used for the exact values.
*/
protected ModelCheckerResult computeReachProbsValIter(DTMC dtmc, BitSet no, BitSet yes, double init[], BitSet known) throws PrismException
{
IterationMethodPower iterationMethod = new IterationMethodPower(termCrit == TermCrit.ABSOLUTE, termCritParam);
return doValueIterationReachProbs(dtmc, no, yes, init, known, iterationMethod, false);
}
/**
* Compute reachability probabilities using Gauss-Seidel (forward).
* @param dtmc The DTMC
* @param no Probability 0 states
* @param yes Probability 1 states
* @param init Optionally, an initial solution vector (will be overwritten)
* @param known Optionally, a set of states for which the exact answer is known
* Note: if 'known' is specified (i.e. is non-null), 'init' must also be given and is used for the exact values.
*/
protected ModelCheckerResult computeReachProbsGaussSeidel(DTMC dtmc, BitSet no, BitSet yes, double init[], BitSet known) throws PrismException
{
return computeReachProbsGaussSeidel(dtmc, no, yes, init, known, false);
}
/**
* Compute reachability probabilities using Gauss-Seidel.
* @param dtmc The DTMC
* @param no Probability 0 states
* @param yes Probability 1 states
* @param init Optionally, an initial solution vector (will be overwritten)
* @param known Optionally, a set of states for which the exact answer is known
* Note: if 'known' is specified (i.e. is non-null, 'init' must also be given and is used for the exact values.
* @param backwards do backward Gauss-Seidel?
*/
protected ModelCheckerResult computeReachProbsGaussSeidel(DTMC dtmc, BitSet no, BitSet yes, double init[], BitSet known, boolean backwards) throws PrismException
{
IterationMethodGS iterationMethod = new IterationMethodGS(termCrit == TermCrit.ABSOLUTE, termCritParam, backwards);
return doValueIterationReachProbs(dtmc, no, yes, init, known, iterationMethod, false);
}
/**
* Compute reachability probabilities using power method (interval variant).
* @param dtmc The DTMC
* @param no Probability 0 states
* @param yes Probability 1 states
* @param init Optionally, an initial solution vector (will be overwritten), will be ignored if known == null
* @param known Optionally, a set of states for which the exact answer is known
* Note: if 'known' is specified (i.e. is non-null, 'init' must also be given and is used for the exact values.
* @param topological do topological interval iteration?
*/
protected ModelCheckerResult doIntervalIterationReachProbs(DTMC dtmc, BitSet no, BitSet yes, double init[], BitSet known, IterationMethod iterationMethod, boolean topological) throws PrismException
{
BitSet unknown;
int i, n;
double initBelow[], initAbove[];
long timer;
// Start value iteration
timer = System.currentTimeMillis();
String description = (topological ? "topological, " : "" ) + "with " + iterationMethod.getDescriptionShort();
mainLog.println("Starting interval iteration (" + description + ")...");
ExportIterations iterationsExport = null;
if (settings.getBoolean(PrismSettings.PRISM_EXPORT_ITERATIONS)) {
iterationsExport = new ExportIterations("Explicit DTMC ReachProbs interval iteration (" + description + ")");
mainLog.println("Exporting iterations to " + iterationsExport.getFileName());
}
// Store num states
n = dtmc.getNumStates();
// Create solution vector(s)
initBelow = (init == null) ? new double[n] : init;
initAbove = new double[n];
// Initialise solution vectors. Use (where available) the following in order of preference:
// (1) exact answer, if already known; (2) 1.0/0.0 if in yes/no; (3) initVal
// where initVal is 0.0 or 1.0, depending on whether we converge from below/above.
if (known != null && init != null) {
for (i = 0; i < n; i++) {
initBelow[i] = known.get(i) ? init[i] : yes.get(i) ? 1.0 : no.get(i) ? 0.0 : 0.0;
initAbove[i] = known.get(i) ? init[i] : yes.get(i) ? 1.0 : no.get(i) ? 0.0 : 1.0;
}
} else {
for (i = 0; i < n; i++) {
initBelow[i] = yes.get(i) ? 1.0 : no.get(i) ? 0.0 : 0.0;
initAbove[i] = yes.get(i) ? 1.0 : no.get(i) ? 0.0 : 1.0;
}
}
// Determine set of states actually need to compute values for
unknown = new BitSet();
unknown.set(0, n);
unknown.andNot(yes);
unknown.andNot(no);
if (known != null)
unknown.andNot(known);
if (iterationsExport != null) {
iterationsExport.exportVector(initBelow, 0);
iterationsExport.exportVector(initAbove, 1);
}
IntSet unknownStates = IntSet.asIntSet(unknown);
OptionsIntervalIteration iiOptions = OptionsIntervalIteration.from(this);
final boolean enforceMonotonicFromBelow = iiOptions.isEnforceMonotonicityFromBelow();
final boolean enforceMonotonicFromAbove = iiOptions.isEnforceMonotonicityFromAbove();
final boolean checkMonotonic = iiOptions.isCheckMonotonicity();
if (!enforceMonotonicFromAbove) {
getLog().println("Note: Interval iteration is configured to not enforce monotonicity from above.");
}
if (!enforceMonotonicFromBelow) {
getLog().println("Note: Interval iteration is configured to not enforce monotonicity from below.");
}
IterationMethod.IterationIntervalIter below = iterationMethod.forMvMultInterval(dtmc, true, enforceMonotonicFromBelow, checkMonotonic);
IterationMethod.IterationIntervalIter above = iterationMethod.forMvMultInterval(dtmc, false, enforceMonotonicFromAbove, checkMonotonic);
below.init(initBelow);
above.init(initAbove);
if (topological) {
// Compute SCCInfo, including trivial SCCs in the subgraph obtained when only considering
// states in unknown
SCCInfo sccs = SCCComputer.computeTopologicalOrdering(this, dtmc, true, unknown::get);
IterationMethod.SingletonSCCSolver singletonSCCSolver = (int s, double[] soln) -> {
soln[s] = dtmc.mvMultJacSingle(s, soln);
};
// run the actual value iteration
return iterationMethod.doTopologicalIntervalIteration(this, description, sccs, below, above, singletonSCCSolver, timer, iterationsExport);
} else {
// run the actual value iteration
return iterationMethod.doIntervalIteration(this, description, below, above, unknownStates, timer, iterationsExport);
}
}
/**
* Compute bounded reachability probabilities.
* i.e. compute the probability of reaching a state in {@code target} within k steps.
* @param dtmc The DTMC
* @param target Target states
* @param k Bound
*/
public ModelCheckerResult computeBoundedReachProbs(DTMC dtmc, BitSet target, int k) throws PrismException
{
return computeBoundedReachProbs(dtmc, null, target, k, null, null);
}
/**
* Compute bounded until probabilities.
* i.e. compute the probability of reaching a state in {@code target},
* within k steps, and while remaining in states in {@code remain}.
* @param dtmc The DTMC
* @param remain Remain in these states (optional: null means "all")
* @param target Target states
* @param k Bound
*/
public ModelCheckerResult computeBoundedUntilProbs(DTMC dtmc, BitSet remain, BitSet target, int k) throws PrismException
{
return computeBoundedReachProbs(dtmc, remain, target, k, null, null);
}
/**
* Compute bounded reachability/until probabilities.
* i.e. compute the probability of reaching a state in {@code target},
* within k steps, and while remaining in states in {@code remain}.
* @param dtmc The DTMC
* @param remain Remain in these states (optional: null means "all")
* @param target Target states
* @param k Bound
* @param init Initial solution vector - pass null for default
* @param results Optional array of size b+1 to store (init state) results for each step (null if unused)
*/
public ModelCheckerResult computeBoundedReachProbs(DTMC dtmc, BitSet remain, BitSet target, int k, double init[], double results[]) throws PrismException
{
ModelCheckerResult res = null;
BitSet unknown;
int i, n, iters;
double soln[], soln2[], tmpsoln[];
long timer;
// Start bounded probabilistic reachability
timer = System.currentTimeMillis();
mainLog.println("\nStarting bounded probabilistic reachability...");
// Store num states
n = dtmc.getNumStates();
// Create solution vector(s)
soln = new double[n];
soln2 = (init == null) ? new double[n] : init;
// Initialise solution vectors. Use passed in initial vector, if present
if (init != null) {
for (i = 0; i < n; i++)
soln[i] = soln2[i] = target.get(i) ? 1.0 : init[i];
} else {
for (i = 0; i < n; i++)
soln[i] = soln2[i] = target.get(i) ? 1.0 : 0.0;
}
// Store intermediate results if required
// (compute min/max value over initial states for first step)
if (results != null) {
// TODO: whether this is min or max should be specified somehow
results[0] = Utils.minMaxOverArraySubset(soln2, dtmc.getInitialStates(), true);
}
// Determine set of states actually need to perform computation for
unknown = new BitSet();
unknown.set(0, n);
unknown.andNot(target);
if (remain != null)
unknown.and(remain);
// Start iterations
iters = 0;
while (iters < k) {
iters++;
// Matrix-vector multiply
dtmc.mvMult(soln, soln2, unknown, false);
// Store intermediate results if required
// (compute min/max value over initial states for this step)
if (results != null) {
// TODO: whether this is min or max should be specified somehow
results[iters] = Utils.minMaxOverArraySubset(soln2, dtmc.getInitialStates(), true);
}
// Swap vectors for next iter
tmpsoln = soln;
soln = soln2;
soln2 = tmpsoln;
}
// Finished bounded probabilistic reachability
timer = System.currentTimeMillis() - timer;
mainLog.print("Bounded probabilistic reachability");
mainLog.println(" took " + iters + " iterations and " + timer / 1000.0 + " seconds.");
// Return results
res = new ModelCheckerResult();
res.soln = soln;
res.lastSoln = soln2;
res.numIters = iters;
res.timeTaken = timer / 1000.0;
res.timePre = 0.0;
return res;
}
/**
* Compute upper bound for maximum expected reward, using the variant specified in the settings.
* @param dtmc the model
* @param mcRewards the rewards
* @param target the target states
* @param unknown the states that are not target or infinity states
* @param inf the infinity states
* @return upper bound on R=?[ F target ] for all states
*/
double computeReachRewardsUpperBound(DTMC dtmc, MCRewards mcRewards, BitSet target, BitSet unknown, BitSet inf) throws PrismException
{
if (unknown.isEmpty()) {
mainLog.println("Skipping upper bound computation, no unknown states...");
return 0;
}
// inf and target states become trap states (with self-loops)
BitSet trapStates = (BitSet) target.clone();
trapStates.or(inf);
DTMCAlteredDistributions cleanedDTMC = DTMCAlteredDistributions.addSelfLoops(dtmc, trapStates);
OptionsIntervalIteration iiOptions = OptionsIntervalIteration.from(this);
double upperBound = 0.0;
String method = null;
switch (iiOptions.getBoundMethod()) {
case VARIANT_1_COARSE:
upperBound = computeReachRewardsUpperBoundVariant1Coarse(cleanedDTMC, mcRewards, target, unknown, inf);
method = "variant 1, coarse";
break;
case VARIANT_1_FINE:
upperBound = computeReachRewardsUpperBoundVariant1Fine(cleanedDTMC, mcRewards, target, unknown, inf);
method = "variant 1, fine";
break;
case VARIANT_2:
upperBound = computeReachRewardsUpperBoundVariant2(cleanedDTMC, mcRewards, target, unknown, inf);
method = "variant 2";
break;
case DEFAULT:
case DSMPI:
{
MDP mdp = new MDPFromDTMC(cleanedDTMC);
MDPRewards mdpRewards = new MDPRewards() {
@Override
public double getStateReward(int s)
{
return mcRewards.getStateReward(s);
}
@Override
public double getTransitionReward(int s, int i)
{
return 0;
}
@Override
public MDPRewards liftFromModel(Product<? extends Model> product)
{
throw new RuntimeException("Unsupported");
}
@Override
public boolean hasTransitionRewards()
{
return false;
}
@Override
public boolean hasPositiveRewards()
{
return true;
}
@Override
public boolean hasNegativeRewards()
{
return false;
}
};
upperBound = DijkstraSweepMPI.computeUpperBound(this, mdp, mdpRewards, target, unknown);
method = "Dijkstra Sweep MPI";
break;
}
}
if (method == null) {
throw new PrismException("Unknown upper bound heuristic");
}
mainLog.println("Upper bound for expectation (" + method + "): " + upperBound);
return upperBound;
}
/**
* Compute upper bound for maximum expected reward (variant 1, coarse),
* i.e., does not compute separate q_t / p_t per SCC.
* Uses Rs = S, i.e., does not take reachability into account.
* @param dtmc the model
* @param mcRewards the rewards
* @param target the target states
* @param unknown the states that are not target or infinity states
* @param inf the infinity states
* @return upper bound on R=?[ F target ] for all states
*/
double computeReachRewardsUpperBoundVariant1Coarse(DTMC dtmc, MCRewards mcRewards, BitSet target, BitSet unknown, BitSet inf) throws PrismException
{
double[] boundsOnExpectedVisits = new double[dtmc.getNumStates()];
int[] Ct = new int[dtmc.getNumStates()];
StopWatch timer = new StopWatch(getLog());
timer.start("computing an upper bound for expected reward");
SCCInfo sccs = SCCComputer.computeTopologicalOrdering(this, dtmc, true, null);
BitSet trivial = new BitSet();
double q = 0;
for (int scc = 0, numSCCs = sccs.getNumSCCs(); scc < numSCCs; scc++) {
IntSet statesForSCC = sccs.getStatesForSCC(scc);
int cardinality = statesForSCC.cardinality();
PrimitiveIterator.OfInt itSCC = statesForSCC.iterator();
while (itSCC.hasNext()) {
int s = itSCC.nextInt();
Ct[s] = cardinality;
if (target.get(s) || inf.get(s)) {
// trap states
assert(cardinality == 1);
break; // continue with next SCC
}
double probRemain = 0;
boolean allRemain = true; // all successors remain in the SCC?
boolean hasSelfloop = false;
for (Iterator<Entry<Integer, Double>> it = dtmc.getTransitionsIterator(s); it.hasNext(); ) {
Entry<Integer, Double> t = it.next();
if (statesForSCC.get(t.getKey())) {
probRemain += t.getValue();
hasSelfloop = true;
} else {
allRemain = false;
}
}
if (!allRemain) { // action in the set X
q = Math.max(q, probRemain);
}
if (cardinality == 1 && !hasSelfloop) {
trivial.set(s);
}
}
}
double p = 1;
for (int s = 0; s < dtmc.getNumStates(); s++) {
for (Iterator<Entry<Integer, Double>> it = dtmc.getTransitionsIterator(s); it.hasNext(); ) {
Entry<Integer, Double> t = it.next();
p = Math.min(p, t.getValue());
}
}
double upperBound = 0;
for (int s = 0; s < dtmc.getNumStates(); s++) {
if (target.get(s) || inf.get(s)) {
// inf or target states: not relevant, set visits to 0, ignore in summation
boundsOnExpectedVisits[s] = 0.0;
} else if (unknown.get(s)) {
if (trivial.get(s)) {
// s is a trivial SCC: seen at most once
boundsOnExpectedVisits[s] = 1.0;
} else {
boundsOnExpectedVisits[s] = 1 / (Math.pow(p, Ct[s]-1) * (1.0-q));
}
upperBound += boundsOnExpectedVisits[s] * mcRewards.getStateReward(s);
}
}
timer.stop();
if (OptionsIntervalIteration.from(this).isBoundComputationVerbose()) {
mainLog.println("Upper bound for max expectation computation (variant 1, coarse):");
mainLog.println("p = " + p);
mainLog.println("q = " + q);
mainLog.println("|Ct| = " + Arrays.toString(Ct));
mainLog.println("ζ* = " + Arrays.toString(boundsOnExpectedVisits));
}
if (!Double.isFinite(upperBound)) {
throw new PrismException("Problem computing an upper bound for the expectation, did not get finite result");
}
return upperBound;
}
/**
* Compute upper bound for maximum expected reward (variant 1, fine).
* i.e., does compute separate q_t / p_t per SCC.
* Uses Rs = S, i.e., does not take reachability into account.
* @param dtmc the model
* @param mcRewards the rewards
* @param target the target states
* @param unknown the states that are not target or infinity states
* @param inf the infinity states
* @return upper bound on R=?[ F target ] for all states
*/
double computeReachRewardsUpperBoundVariant1Fine(DTMC dtmc, MCRewards mcRewards, BitSet target, BitSet unknown, BitSet inf) throws PrismException
{
double[] boundsOnExpectedVisits = new double[dtmc.getNumStates()];
double[] qt = new double[dtmc.getNumStates()];
double[] pt = new double[dtmc.getNumStates()];
int[] Ct = new int[dtmc.getNumStates()];
StopWatch timer = new StopWatch(getLog());
timer.start("computing an upper bound for expected reward");
SCCInfo sccs = SCCComputer.computeTopologicalOrdering(this, dtmc, true, null);
BitSet trivial = new BitSet();
for (int scc = 0, numSCCs = sccs.getNumSCCs(); scc < numSCCs; scc++) {
IntSet statesForSCC = sccs.getStatesForSCC(scc);
double q = 0;
double p = 1;
int cardinality = statesForSCC.cardinality();
PrimitiveIterator.OfInt itSCC = statesForSCC.iterator();
while (itSCC.hasNext()) {
int s = itSCC.nextInt();
Ct[s] = cardinality;
double probRemain = 0;
boolean allRemain = true; // all successors remain in the SCC?
boolean hasSelfloop = false;
for (Iterator<Entry<Integer, Double>> it = dtmc.getTransitionsIterator(s); it.hasNext(); ) {
Entry<Integer, Double> t = it.next();
if (statesForSCC.get(t.getKey())) {
probRemain += t.getValue();
p = Math.min(p, t.getValue());
hasSelfloop = true;
} else {
// outgoing edge
allRemain = false;
}
}
if (!allRemain) { // action in the set Xt
q = Math.max(q, probRemain);
}
if (cardinality == 1 && !hasSelfloop) {
trivial.set(s);
}
}
for (int s : statesForSCC) {
qt[s] = q;
pt[s] = p;
}
}
double upperBound = 0;
for (int s = 0; s < dtmc.getNumStates(); s++) {
if (target.get(s) || inf.get(s)) {
// inf or target states: not relevant, set visits to 0, ignore in summation
boundsOnExpectedVisits[s] = 0.0;
} else if (unknown.get(s)) {
if (trivial.get(s)) {
// s is a trivial SCC: seen at most once
boundsOnExpectedVisits[s] = 1.0;
} else {
if (pt[s] == 1.0) {
//throw new PrismException("Upper bound computation had p_t = 1 for state " + s);
}
boundsOnExpectedVisits[s] = 1 / (Math.pow(pt[s], Ct[s]-1) * (1.0-qt[s]));
}
upperBound += boundsOnExpectedVisits[s] * mcRewards.getStateReward(s);
} else {
throw new PrismException("Bogus arguments: inf/target/unknown should partition state space");
}
}
timer.stop();
if (OptionsIntervalIteration.from(this).isBoundComputationVerbose()) {
mainLog.println("Upper bound for max expectation computation (variant 1, fine):");
mainLog.println("pt = " + Arrays.toString(pt));
mainLog.println("qt = " + Arrays.toString(qt));
mainLog.println("|Ct| = " + Arrays.toString(Ct));
mainLog.println("ζ* = " + Arrays.toString(boundsOnExpectedVisits));
}
if (!Double.isFinite(upperBound)) {
throw new PrismException("Problem computing an upper bound for the expectation, did not get finite result");
}
return upperBound;
}
/**
* Compute upper bound for maximum expected reward (variant 2).
* Uses Rs = S, i.e., does not take reachability into account.
* @param dtmc the model
* @param mcRewards the rewards
* @param target the target states
* @param unknown the states that are not target or infinity states
* @param inf the infinity states
* @return upper bound on R=?[ F target ] for all states
*/
double computeReachRewardsUpperBoundVariant2(DTMC dtmc, MCRewards mcRewards, BitSet target, BitSet unknown, BitSet inf) throws PrismException
{
double[] dt = new double[dtmc.getNumStates()];
double[] boundsOnExpectedVisits = new double[dtmc.getNumStates()];
StopWatch timer = new StopWatch(getLog());
timer.start("computing an upper bound for expected reward");
SCCInfo sccs = SCCComputer.computeTopologicalOrdering(this, dtmc, true, unknown::get);
BitSet T = (BitSet) target.clone();
@SuppressWarnings("unused")
int i = 0;
while (true) {
BitSet Si = new BitSet();
i++;
// TODO: might be inefficient, worst-case quadratic runtime...
for (PrimitiveIterator.OfInt it = IterableBitSet.getClearBits(T, dtmc.getNumStates() -1 ).iterator(); it.hasNext(); ) {
int s = it.nextInt();
// mainLog.println("Check " + s + " against " + T);
if (dtmc.someSuccessorsInSet(s, T)) {
Si.set(s);
}
}
if (Si.isEmpty()) {
break;
}
// mainLog.println("S" + i + " = " + Si);
// mainLog.println("T = " + T);
for (PrimitiveIterator.OfInt it = IterableBitSet.getSetBits(Si).iterator(); it.hasNext(); ) {
final int t = it.nextInt();
final int sccIndexForT = sccs.getSCCIndex(t);
double d = dtmc.sumOverTransitions(t, (int __, int u, double prob) -> {
// mainLog.println("t = " + t + ", u = " + u + ", prob = " + prob);
if (!T.get(u))
return 0.0;
boolean inSameSCC = (sccs.getSCCIndex(u) == sccIndexForT);
double d_u_t = inSameSCC ? dt[u] : 1.0;
// mainLog.println("d_u_t = " + d_u_t);
return d_u_t * prob;
});
dt[t] = d;
// mainLog.println("d["+t+"] = " + d);
}
T.or(Si);
}
double upperBound = 0;
for (PrimitiveIterator.OfInt it = IterableBitSet.getSetBits(unknown).iterator(); it.hasNext();) {
int s = it.nextInt();
boundsOnExpectedVisits[s] = 1 / dt[s];
upperBound += boundsOnExpectedVisits[s] * mcRewards.getStateReward(s);
}
timer.stop();
if (OptionsIntervalIteration.from(this).isBoundComputationVerbose()) {
mainLog.println("Upper bound for max expectation computation (variant 2):");
mainLog.println("d_t = " + Arrays.toString(dt));
mainLog.println("ζ* = " + Arrays.toString(boundsOnExpectedVisits));
}
if (!Double.isFinite(upperBound)) {
throw new PrismException("Problem computing an upper bound for the expectation, did not get finite result");
}
return upperBound;
}
/**
* Compute expected reachability rewards.
* @param dtmc The DTMC
* @param mcRewards The rewards
* @param target Target states
*/
public ModelCheckerResult computeReachRewards(DTMC dtmc, MCRewards mcRewards, BitSet target) throws PrismException
{
return computeReachRewards(dtmc, mcRewards, target, null, null);
}
/**
* Compute expected reachability rewards.
* @param dtmc The DTMC
* @param mcRewards The rewards
* @param target Target states
* @param init Optionally, an initial solution vector (may be overwritten)
* @param known Optionally, a set of states for which the exact answer is known
* Note: if 'known' is specified (i.e. is non-null, 'init' must also be given and is used for the exact values.
*/
public ModelCheckerResult computeReachRewards(DTMC dtmc, MCRewards mcRewards, BitSet target, double init[], BitSet known) throws PrismException
{
ModelCheckerResult res = null;
BitSet inf;
int n, numTarget, numInf;
long timer, timerProb1;
// Local copy of setting
LinEqMethod linEqMethod = this.linEqMethod;
// Switch to a supported method, if necessary
switch (linEqMethod)
{
case POWER:
case GAUSS_SEIDEL:
case BACKWARDS_GAUSS_SEIDEL:
case JACOBI:
break; // supported
default:
linEqMethod = LinEqMethod.GAUSS_SEIDEL;
mainLog.printWarning("Switching to linear equation solution method \"" + linEqMethod.fullName() + "\"");
}
// Start expected reachability
timer = System.currentTimeMillis();
mainLog.println("\nStarting expected reachability...");
// Check for deadlocks in non-target state (because breaks e.g. prob1)
dtmc.checkForDeadlocks(target);
// Store num states
n = dtmc.getNumStates();
// Optimise by enlarging target set (if more info is available)
if (init != null && known != null && !known.isEmpty()) {
BitSet targetNew = (BitSet) target.clone();
for (int i : new IterableBitSet(known)) {
if (init[i] == 1.0) {
targetNew.set(i);
}
}
target = targetNew;
}
// Precomputation (not optional)
timerProb1 = System.currentTimeMillis();
if (preRel) {
// prob1 via predecessor relation
PredecessorRelation pre = dtmc.getPredecessorRelation(this, true);
inf = prob1(dtmc, null, target, pre);
} else {
// prob1 via fixed-point algorithm
inf = prob1(dtmc, null, target);
}
inf.flip(0, n);
timerProb1 = System.currentTimeMillis() - timerProb1;
// Print results of precomputation
numTarget = target.cardinality();
numInf = inf.cardinality();
mainLog.println("target=" + numTarget + ", inf=" + numInf + ", rest=" + (n - (numTarget + numInf)));
boolean termCritAbsolute = termCrit == TermCrit.ABSOLUTE;
IterationMethod iterationMethod;
// Compute rewards
switch (linEqMethod) {
case POWER:
iterationMethod = new IterationMethodPower(termCritAbsolute, termCritParam);
break;
case JACOBI:
iterationMethod = new IterationMethodJacobi(termCritAbsolute, termCritParam);
break;
case GAUSS_SEIDEL:
case BACKWARDS_GAUSS_SEIDEL: {
boolean backwards = linEqMethod == LinEqMethod.BACKWARDS_GAUSS_SEIDEL;
iterationMethod = new IterationMethodGS(termCritAbsolute, termCritParam, backwards);
break;
}
default:
throw new PrismException("Unknown linear equation solution method " + linEqMethod.fullName());
}
if (doIntervalIteration) {
res = doIntervalIterationReachRewards(dtmc, mcRewards, target, inf, init, known, iterationMethod, getDoTopologicalValueIteration());
} else {
res = doValueIterationReachRewards(dtmc, mcRewards, target, inf, init, known, iterationMethod, getDoTopologicalValueIteration());
}
// Finished expected reachability
timer = System.currentTimeMillis() - timer;
mainLog.println("Expected reachability took " + timer / 1000.0 + " seconds.");
// Update time taken
res.timeTaken = timer / 1000.0;
res.timePre = timerProb1 / 1000.0;
return res;
}
/**
* Compute expected reachability rewards using value iteration.
* @param dtmc The DTMC
* @param mcRewards The rewards
* @param target Target states
* @param inf States for which reward is infinite
* @param init Optionally, an initial solution vector (will be overwritten)
* @param known Optionally, a set of states for which the exact answer is known
* Note: if 'known' is specified (i.e. is non-null, 'init' must also be given and is used for the exact values.
*/
protected ModelCheckerResult computeReachRewardsValIter(DTMC dtmc, MCRewards mcRewards, BitSet target, BitSet inf, double init[], BitSet known)
throws PrismException
{
ModelCheckerResult res;
BitSet unknown;
int i, n, iters;
double soln[], soln2[], tmpsoln[];
boolean done;
long timer;
// Start value iteration
timer = System.currentTimeMillis();
mainLog.println("Starting value iteration...");
ExportIterations iterationsExport = null;
if (settings.getBoolean(PrismSettings.PRISM_EXPORT_ITERATIONS)) {
iterationsExport = new ExportIterations("Explicit DTMC ReachRewards value iteration");
mainLog.println("Exporting iterations to " + iterationsExport.getFileName());
}
// Store num states
n = dtmc.getNumStates();
// Create solution vector(s)
soln = new double[n];
soln2 = (init == null) ? new double[n] : init;
// Initialise solution vectors. Use (where available) the following in order of preference:
// (1) exact answer, if already known; (2) 0.0/infinity if in target/inf; (3) passed in initial value; (4) 0.0
if (init != null) {
if (known != null) {
for (i = 0; i < n; i++)
soln[i] = soln2[i] = known.get(i) ? init[i] : target.get(i) ? 0.0 : inf.get(i) ? Double.POSITIVE_INFINITY : init[i];
} else {
for (i = 0; i < n; i++)
soln[i] = soln2[i] = target.get(i) ? 0.0 : inf.get(i) ? Double.POSITIVE_INFINITY : init[i];
}
} else {
for (i = 0; i < n; i++)
soln[i] = soln2[i] = target.get(i) ? 0.0 : inf.get(i) ? Double.POSITIVE_INFINITY : 0.0;
}
// Determine set of states actually need to compute values for
unknown = new BitSet();
unknown.set(0, n);
unknown.andNot(target);
unknown.andNot(inf);
if (known != null)
unknown.andNot(known);
if (iterationsExport != null)
iterationsExport.exportVector(soln, 0);
// Start iterations
iters = 0;
done = false;
while (!done && iters < maxIters) {
//mainLog.println(soln);
iters++;
// Matrix-vector multiply
dtmc.mvMultRew(soln, mcRewards, soln2, unknown, false);
if (iterationsExport != null)
iterationsExport.exportVector(soln, 0);
// Check termination
done = PrismUtils.doublesAreClose(soln, soln2, termCritParam, termCrit == TermCrit.ABSOLUTE);
// Swap vectors for next iter
tmpsoln = soln;
soln = soln2;
soln2 = tmpsoln;
}
// Finished value iteration
timer = System.currentTimeMillis() - timer;
mainLog.print("Value iteration");
mainLog.println(" took " + iters + " iterations and " + timer / 1000.0 + " seconds.");
if (iterationsExport != null)
iterationsExport.close();
// Non-convergence is an error (usually)
if (!done && errorOnNonConverge) {
String msg = "Iterative method did not converge within " + iters + " iterations.";
msg += "\nConsider using a different numerical method or increasing the maximum number of iterations";
throw new PrismException(msg);
}
// Return results
res = new ModelCheckerResult();
res.soln = soln;
res.numIters = iters;
res.timeTaken = timer / 1000.0;
return res;
}
/**
* Compute expected reachability rewards using value iteration.
* @param dtmc The DTMC
* @param mcRewards The rewards
* @param target Target states
* @param inf States for which reward is infinite
* @param init Optionally, an initial solution vector (will be overwritten)
* @param known Optionally, a set of states for which the exact answer is known
* Note: if 'known' is specified (i.e. is non-null, 'init' must also be given and is used for the exact values.
* @param topological do topological value iteration?
*/
protected ModelCheckerResult doValueIterationReachRewards(DTMC dtmc, final MCRewards mcRewards, BitSet target, BitSet inf, double init[], BitSet known, IterationMethod iterationMethod, boolean topological) throws PrismException
{
BitSet unknown;
int i, n;
long timer;
// Start value iteration
timer = System.currentTimeMillis();
String description = (topological ? "topological, " : "" ) + "with " + iterationMethod.getDescriptionShort();
mainLog.println("Starting value iteration (" + description + ") ...");
ExportIterations iterationsExport = null;
if (settings.getBoolean(PrismSettings.PRISM_EXPORT_ITERATIONS)) {
iterationsExport = new ExportIterations("Explicit DTMC ReachRewards value iteration (" + description + ")");
mainLog.println("Exporting iterations to " + iterationsExport.getFileName());
}
// Store num states
n = dtmc.getNumStates();
// Initialise solution vector. Use (where available) the following in order of preference:
// (1) exact answer, if already known; (2) 0.0/infinity if in target/inf; (3) passed in initial value; (4) 0.0
if (init != null) {
if (known != null) {
for (i = 0; i < n; i++)
init[i] = known.get(i) ? init[i] : target.get(i) ? 0.0 : inf.get(i) ? Double.POSITIVE_INFINITY : init[i];
} else {
for (i = 0; i < n; i++)
init[i] = target.get(i) ? 0.0 : inf.get(i) ? Double.POSITIVE_INFINITY : init[i];
}
} else {
init = new double[n];
for (i = 0; i < n; i++)
init[i] = target.get(i) ? 0.0 : inf.get(i) ? Double.POSITIVE_INFINITY : 0.0;
}
// Determine set of states actually need to compute values for
unknown = new BitSet();
unknown.set(0, n);
unknown.andNot(target);
unknown.andNot(inf);
if (known != null)
unknown.andNot(known);
if (iterationsExport != null)
iterationsExport.exportVector(init, 0);
IntSet unknownStates = IntSet.asIntSet(unknown);
IterationMethod.IterationValIter forMvMultRew = iterationMethod.forMvMultRew(dtmc, mcRewards);
forMvMultRew.init(init);
if (topological) {
SCCInfo sccs = new SCCInfo(n);
SCCComputer sccComputer = SCCComputer.createSCCComputer(this, dtmc, sccs);
// Compute SCCInfo, including trivial SCCs in the subgraph obtained when only considering
// states in unknown
sccComputer.computeSCCs(false, unknown::get);
IterationMethod.SingletonSCCSolver singletonSCCSolver = (int s, double[] soln) -> {
soln[s] = dtmc.mvMultRewJacSingle(s, soln, mcRewards);
};
return iterationMethod.doTopologicalValueIteration(this, description, sccs, forMvMultRew, singletonSCCSolver, timer, iterationsExport);
} else {
return iterationMethod.doValueIteration(this, description, forMvMultRew, unknownStates, timer, iterationsExport);
}
}
/**
* Compute expected reachability rewards using interval iteration.
* @param dtmc The DTMC
* @param mcRewards The rewards
* @param target Target states
* @param inf States for which reward is infinite
* @param init Optionally, an initial solution vector (will be overwritten)
* @param known Optionally, a set of states for which the exact answer is known
* Note: if 'known' is specified (i.e. is non-null, 'init' must also be given and is used for the exact values.
* @param topological do topological interval iteration?
*/
protected ModelCheckerResult doIntervalIterationReachRewards(DTMC dtmc, MCRewards mcRewards, BitSet target, BitSet inf, double init[], BitSet known, IterationMethod iterationMethod, boolean topological)
throws PrismException
{
BitSet unknown;
int i, n;
double init_below[], init_above[];
long timer;
// Store num states
n = dtmc.getNumStates();
// Determine set of states actually need to compute values for
unknown = new BitSet();
unknown.set(0, n);
unknown.andNot(target);
unknown.andNot(inf);
if (known != null)
unknown.andNot(known);
OptionsIntervalIteration iiOptions = OptionsIntervalIteration.from(this);
double upperBound;
if (iiOptions.hasManualUpperBound()) {
upperBound = iiOptions.getManualUpperBound();
getLog().printWarning("Upper bound for interval iteration manually set to " + upperBound);
} else {
upperBound = computeReachRewardsUpperBound(dtmc, mcRewards, target, unknown, inf);
}
double lowerBound;
if (iiOptions.hasManualLowerBound()) {
lowerBound = iiOptions.getManualLowerBound();
getLog().printWarning("Lower bound for interval iteration manually set to " + lowerBound);
} else {
lowerBound = 0.0;
}
// Start value iteration
timer = System.currentTimeMillis();
String description = (topological ? "topological, " : "" ) + "with " + iterationMethod.getDescriptionShort();
mainLog.println("Starting interval iteration (" + description + ") ...");
ExportIterations iterationsExport = null;
if (settings.getBoolean(PrismSettings.PRISM_EXPORT_ITERATIONS)) {
iterationsExport = new ExportIterations("Explicit DTMC ReachRewards interval iteration (" + description + ") ...");
mainLog.println("Exporting iterations to " + iterationsExport.getFileName());
}
// Create solution vector(s)
init_below = (init == null) ? new double[n] : init;
init_above = new double[n];
// Initialise solution vector from below. Use (where available) the following in order of preference:
// (1) exact answer, if already known; (2) 0.0/infinity if in target/inf; (3) lowerBound
if (init != null && known != null) {
for (i = 0; i < n; i++)
init_below[i] = known.get(i) ? init[i] : target.get(i) ? 0.0 : inf.get(i) ? Double.POSITIVE_INFINITY : lowerBound;
} else {
for (i = 0; i < n; i++)
init_below[i] = target.get(i) ? 0.0 : inf.get(i) ? Double.POSITIVE_INFINITY : lowerBound;
}
// Initialise solution vector from above. Use (where available) the following in order of preference:
// (1) exact answer, if already known; (2) 0.0/infinity if in target/inf; (3) upperBound
if (init != null && known != null) {
for (i = 0; i < n; i++)
init_above[i] = known.get(i) ? init[i] : target.get(i) ? 0.0 : inf.get(i) ? Double.POSITIVE_INFINITY : upperBound;
} else {
for (i = 0; i < n; i++)
init_above[i] = target.get(i) ? 0.0 : inf.get(i) ? Double.POSITIVE_INFINITY : upperBound;
}
if (iterationsExport != null) {
iterationsExport.exportVector(init_below, 0);
iterationsExport.exportVector(init_above, 1);
}
IntSet unknownStates = IntSet.asIntSet(unknown);
final boolean enforceMonotonicFromBelow = iiOptions.isEnforceMonotonicityFromBelow();
final boolean enforceMonotonicFromAbove = iiOptions.isEnforceMonotonicityFromAbove();
final boolean checkMonotonic = iiOptions.isCheckMonotonicity();
if (!enforceMonotonicFromAbove) {
getLog().println("Note: Interval iteration is configured to not enforce monotonicity from above.");
}
if (!enforceMonotonicFromBelow) {
getLog().println("Note: Interval iteration is configured to not enforce monotonicity from below.");
}
IterationMethod.IterationIntervalIter below = iterationMethod.forMvMultRewInterval(dtmc, mcRewards, true, enforceMonotonicFromBelow, checkMonotonic);
IterationMethod.IterationIntervalIter above = iterationMethod.forMvMultRewInterval(dtmc, mcRewards, false, enforceMonotonicFromAbove, checkMonotonic);
below.init(init_below);
above.init(init_above);
ModelCheckerResult rv;
if (topological) {
// Compute SCCInfo, including trivial SCCs in the subgraph obtained when only considering
// states in unknown
SCCInfo sccs = SCCComputer.computeTopologicalOrdering(this, dtmc, true, unknown::get);
IterationMethod.SingletonSCCSolver singletonSCCSolver = (int s, double[] soln) -> {
soln[s] = dtmc.mvMultRewJacSingle(s, soln, mcRewards);
};
// run the actual value iteration
rv = iterationMethod.doTopologicalIntervalIteration(this, description, sccs, below, above, singletonSCCSolver, timer, iterationsExport);
} else {
// run the actual value iteration
rv = iterationMethod.doIntervalIteration(this, description, below, above, unknownStates, timer, iterationsExport);
}
double max_v = PrismUtils.findMaxFinite(rv.soln, unknownStates.iterator());
if (max_v != Double.NEGATIVE_INFINITY) {
mainLog.println("Maximum finite value in solution vector at end of interval iteration: " + max_v);
}
return rv;
}
/**
* Compute (forwards) steady-state probabilities
* i.e. compute the long-run probability of being in each state,
* assuming the initial distribution {@code initDist}.
* For space efficiency, the initial distribution vector will be modified and values over-written,
* so if you wanted it, take a copy.
* @param dtmc The DTMC
* @param initDist Initial distribution (will be overwritten)
*/
public ModelCheckerResult computeSteadyStateProbs(DTMC dtmc, double initDist[]) throws PrismException
{
StopWatch watch = new StopWatch().start();
// Store num states
int numStates = dtmc.getNumStates();
// Create results vector
double[] solnProbs = new double[numStates];
// Compute bottom strongly connected components (BSCCs)
SCCConsumerStore sccStore = new SCCConsumerStore();
SCCComputer sccComputer = SCCComputer.createSCCComputer(this, dtmc, sccStore);
sccComputer.computeSCCs();
List<BitSet> bsccs = sccStore.getBSCCs();
BitSet notInBSCCs = sccStore.getNotInBSCCs();
int numBSCCs = bsccs.size();
// Compute support of initial distribution
int numInit = 0;
BitSet init = new BitSet();
for (int i = 0; i < numStates; i++) {
if (initDist[i] > 0)
init.set(i);
numInit++;
}
// Determine whether initial states are all in the same BSCC
int initInOneBSCC = -1;
for (int b = 0; b < numBSCCs; b++) {
// test subset via setminus
BitSet notInB = (BitSet) init.clone();
notInB.andNot(bsccs.get(b));
if (notInB.isEmpty()) {
// all init states in b
// >> finish
initInOneBSCC = b;
break;
} else if (notInB.cardinality() < numInit) {
// some init states in b and some not
// >> abort
break;
}
// no init state in b
// >> try next BSCC
}
// If all initial states are in the same BSCC, it's easy...
// Just compute steady-state probabilities for the BSCC
if (initInOneBSCC > -1) {
mainLog.println("\nInitial states are all in one BSCC (so no reachability probabilities computed)");
BitSet bscc = bsccs.get(initInOneBSCC);
computeSteadyStateProbsForBSCC(dtmc, bscc, solnProbs);
}
// Otherwise, have to consider all the BSCCs
else {
// Compute probability of reaching each BSCC from initial distribution
double[] probBSCCs = new double[numBSCCs];
for (int b = 0; b < numBSCCs; b++) {
mainLog.println("\nComputing probability of reaching BSCC " + (b + 1));
BitSet bscc = bsccs.get(b);
// Compute probabilities
double[] reachProbs = computeUntilProbs(dtmc, notInBSCCs, bscc).soln;
// Compute probability of reaching BSCC, which is dot product of
// vectors for initial distribution and probabilities of reaching it
probBSCCs[b] = 0.0;
for (int i = 0; i < numStates; i++) {
probBSCCs[b] += initDist[i] * reachProbs[i];
}
mainLog.print("\nProbability of reaching BSCC " + (b + 1) + ": " + probBSCCs[b] + "\n");
}
// Compute steady-state probabilities for each BSCC
for (int b = 0; b < numBSCCs; b++) {
mainLog.println("\nComputing steady-state probabilities for BSCC " + (b + 1));
BitSet bscc = bsccs.get(b);
// Compute steady-state probabilities for the BSCC
computeSteadyStateProbsForBSCC(dtmc, bscc, solnProbs);
// Multiply by BSCC reach prob
for (int i = bscc.nextSetBit(0); i >= 0; i = bscc.nextSetBit(i + 1))
solnProbs[i] *= probBSCCs[b];
}
}
// Return results
ModelCheckerResult res = new ModelCheckerResult();
res.soln = solnProbs;
res.timeTaken = watch.elapsedSeconds();
return res;
}
/**
* Perform (backwards) steady-state probabilities, as required for (e.g. CSL) model checking.
* Compute, for each initial state s, the sum over all states s'
* of the steady-state probability of being in s'
* multiplied by the corresponding probability in the vector {@code multProbs}.
* If {@code multProbs} is null, it is assumed to be all 1s.
* @param dtmc The DTMC
* @param multProbs Multiplication vector (optional: null means all 1s)
*/
public ModelCheckerResult computeSteadyStateBackwardsProbs(DTMC dtmc, double multProbs[]) throws PrismException
{
StopWatch watch = new StopWatch().start();
// Store num states
int numStates = dtmc.getNumStates();
// Compute bottom strongly connected components (BSCCs)
SCCConsumerStore sccStore = new SCCConsumerStore();
SCCComputer sccComputer = SCCComputer.createSCCComputer(this, dtmc, sccStore);
sccComputer.computeSCCs();
List<BitSet> bsccs = sccStore.getBSCCs();
BitSet notInBSCCs = sccStore.getNotInBSCCs();
int numBSCCs = bsccs.size();
// Compute steady-state probability for each BSCC...
double[] probBSCCs = new double[numBSCCs];
double[] ssProbs = new double[numStates];
for (int b = 0; b < numBSCCs; b++) {
mainLog.println("\nComputing steady state probabilities for BSCC " + (b + 1));
BitSet bscc = bsccs.get(b);
// Compute steady-state probabilities for the BSCC
computeSteadyStateProbsForBSCC(dtmc, bscc, ssProbs);
// Compute weighted sum of probabilities with multProbs
probBSCCs[b] = 0.0;
if (multProbs == null) {
for (int i = bscc.nextSetBit(0); i >= 0; i = bscc.nextSetBit(i + 1)) {
probBSCCs[b] += ssProbs[i];
}
} else {
for (int i = bscc.nextSetBit(0); i >= 0; i = bscc.nextSetBit(i + 1)) {
probBSCCs[b] += multProbs[i] * ssProbs[i];
}
}
mainLog.print("\nValue for BSCC " + (b + 1) + ": " + probBSCCs[b] + "\n");
}
// Create/initialise prob vector
double[] soln = new double[numStates];
for (int i = 0; i < numStates; i++) {
soln[i] = 0.0;
}
// If every state is in a BSCC, it's much easier...
if (notInBSCCs.isEmpty()) {
mainLog.println("\nAll states are in BSCCs (so no reachability probabilities computed)");
for (int b = 0; b < numBSCCs; b++) {
BitSet bscc = bsccs.get(b);
for (int i = bscc.nextSetBit(0); i >= 0; i = bscc.nextSetBit(i + 1))
soln[i] += probBSCCs[b];
}
}
// Otherwise we have to do more work...
else {
// Compute probabilities of reaching each BSCC...
for (int b = 0; b < numBSCCs; b++) {
// Skip BSCCs with zero probability
if (probBSCCs[b] == 0.0)
continue;
mainLog.println("\nComputing probabilities of reaching BSCC " + (b + 1));
BitSet bscc = bsccs.get(b);
// Compute probabilities
double[] reachProbs = computeUntilProbs(dtmc, notInBSCCs, bscc).soln;
// Multiply by value for BSCC, add to total
for (int i = 0; i < numStates; i++) {
soln[i] += reachProbs[i] * probBSCCs[b];
}
}
}
// Return results
ModelCheckerResult res = new ModelCheckerResult();
res.soln = soln;
res.timeTaken = watch.elapsedSeconds();
return res;
}
/**
* Compute steady-state probabilities for a BSCC
* i.e. compute the long-run probability of being in each state of the BSCC.
* No initial distribution is specified since it does not affect the result.
* The result will be stored in the relevant portion of a full vector,
* whose size equals the number of states in the DTMC.
* Optionally, pass in an existing vector to be used for this purpose;
* only the entries of this vector are changed that correspond to the BSCC states.
* <p>
* To ensure convergence, we use the iteration matrix<br/>
* {@code P = (Q * deltaT + I)} where<br/>
* {@code Q} is the generator matrix,
* {@code deltaT} a preconditioning factor and
* {@code I} is the the identity matrix.<br/>
* See <em>William J. Stewart: "Introduction to the Numerical Solution of Markov Chains"</em> p.124 for details.
* </p>
* @param dtmc The DTMC
* @param states The BSCC to be analysed
* @param result Storage for result (ignored if null)
*/
public ModelCheckerResult computeSteadyStateProbsForBSCC(DTMC dtmc, BitSet states, double result[]) throws PrismException
{
if (dtmc.getModelType() != ModelType.DTMC) {
throw new PrismNotSupportedException("Explicit engine currently does not support steady-state computation for " + dtmc.getModelType());
}
IterableBitSet bscc = new IterableBitSet(states);
// Start value iteration
mainLog.println("Starting value iteration...");
StopWatch watch = new StopWatch(mainLog).start();
// Store num states
int numStates = dtmc.getNumStates();
// Create solution vector(s)
// Use the passed in vector, if present
double[] soln = result == null ? new double[numStates] : result;
double[] diagsQ = new double[numStates];
double maxDiagsQ = 0.0;
// Initialise the solution vector with an equiprobable distribution
// over the BSCC states.
// Additionally, compute the diagonal entries of the generator matrix Q.
// Recall that the entries of the generator matrix are given by
// Q(s,t) = prob(s,t) for s != t
// and Q(s,s) = -sum_{s!=t} prob(s,t),
// i.e., diagsQ[s] = -sum_{s!=t} prob(s,t).
// Furthermore, compute max |diagsQ[s]|.
double equiprob = 1.0 / states.cardinality();
for (OfInt iter = bscc.iterator(); iter.hasNext();) {
int state = iter.nextInt();
// Equiprobable for BSCC states.
soln[state] = equiprob;
// Note: diagsQ[state] = 0.0, as it was freshly created
// Compute negative exit rate (ignoring a possible self-loop)
dtmc.forEachTransition(state, (s, t, prob) -> {
if (s != t) {
diagsQ[state] -= prob;
}
});
// Note: If there are no outgoing transitions, diagsQ[state] = 0, which is fine
// Update maximal absolute diagonal entry value of Q
// As diagsQ[s] <= 0, Math.abs(diagsQ[s]) = -diagsQ[s]
maxDiagsQ = Math.max(maxDiagsQ, -diagsQ[state]);
}
// Compute preconditioning factor deltaT
// In William J. Stewart: "Introduction to the Numerical Solution of Markov Chains",
// deltaT = 0.99 / maxDiagsQ is proposed;
// in the symbolic engines deltaT is computed as 0.99 / max exit[s], i.e., where
// the denominator corresponds to the maximal exit rate (where self loops are included).
// Currently, use the same deltaT values as in the symbolic engines,
// so for DTMCs, as exit[s]=1 for all states, deltaT is 0.99:
double deltaT = 0.99;
// TODO: Test and switch to deltaT computed as below, should lead to faster convergence.
// double deltaT = 0.99 / maxDiagsQ;
ExportIterations iterationsExport = null;
if (settings.getBoolean(PrismSettings.PRISM_EXPORT_ITERATIONS)) {
iterationsExport = ExportIterations.createWithUniqueFilename("Explicit DTMC BSCC steady state value iteration", "iterations-ss-bscc");
iterationsExport.exportVector(soln);
mainLog.println("Exporting iterations to " + iterationsExport.getFileName());
}
// create copy of the solution vector
double[] soln2 = soln.clone();
// Start iterations
int iters = 0;
boolean done = false;
while (!done && iters < maxIters) {
iters++;
// Do vector-matrix multiplication step in (deltaT*Q + I)
dtmc.vmMultPowerSteadyState(soln, soln2, diagsQ, deltaT, bscc);
// Check termination
done = PrismUtils.doublesAreClose(soln, soln2, bscc, termCritParam, termCrit == TermCrit.ABSOLUTE);
// Swap vectors for next iter
double[] tmpsoln = soln;
soln = soln2;
soln2 = tmpsoln;
if (iterationsExport != null) {
iterationsExport.exportVector(soln);
}
}
// Finished value iteration
watch.stop();
mainLog.println("Power method: " + iters + " iterations in " + watch.elapsedSeconds() + " seconds.");
// normalise solution
PrismUtils.normalise(soln, bscc);
if (iterationsExport != null) {
// export the normalised vector
iterationsExport.exportVector(soln);
iterationsExport.close();
}
if (result != null && result != soln) {
// If result vector was passed in as method argument,
// it can be the case that result does not point to the current soln vector (most recent values)
// but to the soln2 vector.
// In that case, we copy the relevant values from soln to result.
for (OfInt iter = bscc.iterator(); iter.hasNext();) {
int state = iter.nextInt();
result[state] = soln[state];
}
}
// store only one result vector, free temporary vectors
result = soln;
soln = soln2 = null;
// Non-convergence is an error (usually)
if (!done && errorOnNonConverge) {
String msg = "Iterative method did not converge within " + iters + " iterations.\n" +
"Consider using a different numerical method or increasing the maximum number of iterations";
throw new PrismException(msg);
}
// Return results
ModelCheckerResult res = new ModelCheckerResult();
res.soln = result;
res.numIters = iters;
res.timeTaken = watch.elapsedSeconds();
return res;
}
/**
* Compute transient probabilities
* i.e. compute the probability of being in each state at time step {@code k},
* assuming the initial distribution {@code initDist}.
* For space efficiency, the initial distribution vector will be modified and values over-written,
* so if you wanted it, take a copy.
* @param dtmc The DTMC
* @param k Time step
* @param initDist Initial distribution (will be overwritten)
*/
public ModelCheckerResult computeTransientProbs(DTMC dtmc, int k, double initDist[]) throws PrismException
{
ModelCheckerResult res;
int n, iters;
double soln[], soln2[], tmpsoln[];
long timer;
// Start transient probability computation
timer = System.currentTimeMillis();
mainLog.println("Starting transient probability computation...");
// Store num states
n = dtmc.getNumStates();
// Create solution vector(s)
// Use the passed in vector, if present
soln = initDist;
soln2 = new double[n];
// Start iterations
for (iters = 0; iters < k; iters++) {
// Matrix-vector multiply
dtmc.vmMult(soln, soln2);
// Swap vectors for next iter
tmpsoln = soln;
soln = soln2;
soln2 = tmpsoln;
}
// Finished transient probability computation
timer = System.currentTimeMillis() - timer;
mainLog.print("Transient probability computation");
mainLog.println(" took " + iters + " iterations and " + timer / 1000.0 + " seconds.");
// Return results
res = new ModelCheckerResult();
res.soln = soln;
res.numIters = iters;
res.timeTaken = timer / 1000.0;
return res;
}
/**
* Simple test program.
*/
public static void main(String args[])
{
DTMCModelChecker mc;
DTMCSimple dtmc;
ModelCheckerResult res;
try {
// Two examples of building and solving a DTMC
int version = 2;
if (version == 1) {
// 1. Read in from .tra and .lab files
// Run as: PRISM_MAINCLASS=explicit.DTMCModelChecker bin/prism dtmc.tra dtmc.lab target_label
mc = new DTMCModelChecker(null);
dtmc = new DTMCSimple();
dtmc.buildFromPrismExplicit(args[0]);
dtmc.addInitialState(0);
//System.out.println(dtmc);
Map<String, BitSet> labels = StateModelChecker.loadLabelsFile(args[1]);
//System.out.println(labels);
BitSet target = labels.get(args[2]);
if (target == null)
throw new PrismException("Unknown label \"" + args[2] + "\"");
for (int i = 3; i < args.length; i++) {
if (args[i].equals("-nopre"))
mc.setPrecomp(false);
}
res = mc.computeReachProbs(dtmc, target);
System.out.println(res.soln[0]);
} else {
// 2. Build DTMC directly
// Run as: PRISM_MAINCLASS=explicit.DTMCModelChecker bin/prism
// (example taken from p.14 of Lec 5 of http://www.prismmodelchecker.org/lectures/pmc/)
mc = new DTMCModelChecker(null);
dtmc = new DTMCSimple(6);
dtmc.setProbability(0, 1, 0.1);
dtmc.setProbability(0, 2, 0.9);
dtmc.setProbability(1, 0, 0.4);
dtmc.setProbability(1, 3, 0.6);
dtmc.setProbability(2, 2, 0.1);
dtmc.setProbability(2, 3, 0.1);
dtmc.setProbability(2, 4, 0.5);
dtmc.setProbability(2, 5, 0.3);
dtmc.setProbability(3, 3, 1.0);
dtmc.setProbability(4, 4, 1.0);
dtmc.setProbability(5, 5, 0.3);
dtmc.setProbability(5, 4, 0.7);
System.out.println(dtmc);
BitSet target = new BitSet();
target.set(4);
BitSet remain = new BitSet();
remain.set(1);
remain.flip(0, 6);
System.out.println(target);
System.out.println(remain);
res = mc.computeUntilProbs(dtmc, remain, target);
System.out.println(res.soln[0]);
}
} catch (PrismException e) {
System.out.println(e);
}
}
}