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solver_fluid_matrix.m
1function [QN,UN,RN,TN,xvec_it,QNt,UNt,TNt,xvec_t,t,iters,runtime] = solver_fluid_matrix(sn, options)
2
3% [QN,UN,RN,TN,CN,RUNTIME] = SOLVER_FLUID_MATRIX(QN, OPTIONS)
4
5% Copyright (c) 2012-2026, Imperial College London
6% All rights reserved.
7
8M = sn.nstations; %number of stations
9K = sn.nclasses; %number of classes
10pie = sn.pie;
11PH = sn.proc;
12P_full = sn.rt; % Full routing matrix (stateful nodes)
13NK = sn.njobs'; %initial population
14S = sn.nservers;
15infServers = isinf(S);
16S(infServers) = sum(NK);
17nphases = sn.phases;
18%refstat = sn.refstat; % reference station
19weights = ones(M,K);
20
21% Extract station-to-station routing matrix from stateful-to-stateful matrix
22% using stochastic complementation to resolve routing through non-station
23% stateful nodes (e.g., Router nodes)
24station_indices = [];
25for ist = 1:M
26 isf = sn.stationToStateful(ist);
27 for r = 1:K
28 station_indices = [station_indices, (isf-1)*K + r];
29 end
30end
31P = dtmc_stochcomp(P_full, station_indices);
32
33% Remove Sink->Source feedback routing for open classes
34% In open networks, jobs exit at Sink and should not recirculate back to Source.
35% The routing matrix includes this feedback (added by getRoutingMatrix.m for
36% pseudo-closed network analysis), but it causes incorrect flow balance in the
37% fluid ODE formulation because arrivals are already accounted for via Alambda.
38for src_ist = 1:M
39 if sn.sched(src_ist) == SchedStrategy.EXT
40 % This is a Source station - remove feedback routing TO it for open classes
41 for r = 1:K
42 % Check if this is an open class with external arrivals
43 if ~isnan(sn.rates(src_ist, r)) && sn.rates(src_ist, r) > 0
44 % Zero out routing TO this Source for this class from all other stations
45 src_col = (src_ist - 1) * K + r; % Column index in P for (Source, class r)
46 for from_ist = 1:M
47 if from_ist ~= src_ist % Don't modify Source's own outgoing routing
48 for from_r = 1:K
49 from_row = (from_ist - 1) * K + from_r;
50 P(from_row, src_col) = 0; % Remove feedback to Source
51 end
52 end
53 end
54 end
55 end
56 end
57end
58
59% ODE building as per Ruuskanen et al., PEVA 151 (2021).
60Psi = [];
61A = [];
62B = [];
63for ist=1:M
64 for r=1:K
65 if nphases(ist,r)==0
66 Psi = blkdiag(Psi,0);
67 B = blkdiag(B,0);
68 A = blkdiag(A,NaN);
69 else
70 Psi = blkdiag(Psi,PH{ist}{r}{1});
71 B = blkdiag(B,sum(PH{ist}{r}{2},2));
72 A = blkdiag(A,pie{ist}{r}');
73 end
74 end
75end
76W = Psi + B*P*A';
77
78% Build arrival rate vector Aλ for mixed/open networks (Ruuskanen et al., PEVA 151 (2021), Eq. 7)
79% Following the ground truth implementation: Source is conceptually excluded from state space.
80% Arrivals go directly to queue phases (not Source phases) weighted by routing probabilities.
81% This matches dx = W' * theta + A * lambda where lambda represents arrivals INTO queues.
82
83% First, identify Source stations and their arrival rates per class
84source_arrivals = zeros(M, K); % source_arrivals(src, r) = arrival rate at source src for class r
85for src_ist = 1:M
86 if sn.sched(src_ist) == SchedStrategy.EXT
87 for r = 1:K
88 if ~isnan(sn.rates(src_ist, r)) && sn.rates(src_ist, r) > 0
89 source_arrivals(src_ist, r) = sn.rates(src_ist, r);
90 end
91 end
92 end
93end
94
95% Build Alambda: arrivals go to QUEUE phases (where jobs route from Source), not Source phases
96Alambda_full = zeros(size(A,1), 1);
97state = 0;
98for ist=1:M
99 for r=1:K
100 if nphases(ist,r) > 0
101 if sn.sched(ist) == SchedStrategy.EXT
102 % Source station: do NOT add arrivals here (arrivals go to downstream queues)
103 state = state + nphases(ist,r);
104 else
105 % Queue station: check if it receives arrivals from any Source
106 arrival_rate_to_queue = 0;
107 for src_ist = 1:M
108 if source_arrivals(src_ist, r) > 0
109 % Get routing probability from Source to this queue for this class
110 src_row = (src_ist - 1) * K + r;
111 queue_col = (ist - 1) * K + r;
112 routing_prob = P(src_row, queue_col);
113 arrival_rate_to_queue = arrival_rate_to_queue + source_arrivals(src_ist, r) * routing_prob;
114 end
115 end
116
117 if arrival_rate_to_queue > 0
118 % Apply arrivals according to entrance probability ζ^{i,r}
119 for k=1:nphases(ist,r)
120 state = state + 1;
121 Alambda_full(state) = pie{ist}{r}(k) * arrival_rate_to_queue;
122 end
123 else
124 state = state + nphases(ist,r);
125 end
126 end
127 else
128 % Add placeholder for disabled class to match W matrix structure
129 state = state + 1;
130 % Alambda_full(state) stays 0 since there are no arrivals
131 end
132 end
133end
134
135% remove disabled transitions
136keep = find(~isnan(sum(W,1)));
137W = W(keep,:);
138W = W(:,keep);
139Alambda = Alambda_full(keep); % Also filter arrival vector
140
141% Honor explicit hide_immediate configuration only. Auto-detection based on
142% W matrix stiffness triggered incorrectly on LN layers (GAMMA=1e8 immediate
143% class-switching rates) and routed through a lossy stochcomp path that
144% distorted utilization/throughput. Users needing stochcomp for LSODA
145% stiffness handling must set options.config.hide_immediate=true explicitly.
146if isfield(options.config, 'hide_immediate')
147 hide_imm_requested = options.config.hide_immediate;
148else
149 hide_imm_requested = false;
150end
151
152% Eliminate immediate transitions if requested or auto-detected
153state_map_imm = [];
154W_pre_elim = [];
155Alambda_pre_elim = [];
156if hide_imm_requested
157 W_pre_elim = W; % Save for Alambda correction
158 Alambda_pre_elim = Alambda;
159 [W, state_map_imm] = eliminate_immediate_matrix(W, sn, options);
160end
161
162Qa = []; % state mapping to queues (called Q(a) in Ruuskanen et al.)
163SQC = zeros(M*K,0); % to compute per-class queue length at the end
164SUC = zeros(M*K,0); % to compute per-class utilizations at the end
165STC = zeros(M*K,0); % to compute per-class throughput at the end
166x0_build = []; % Build x0 with same structure as W matrix
167%x0 = []; % initial state
168state = 0;
169init_sol_idx = 0; % Index into options.init_sol for enabled classes
170for ist=1:M
171 for r=1:K
172 if nphases(ist,r)==0
173 % Add placeholder for disabled transition (matching W matrix structure)
174 state = state + 1;
175 Qa(1,state) = ist; %#ok<*AGROW>
176 SQC((ist-1)*K+r,state) = 0; % No queue contribution
177 SUC((ist-1)*K+r,state) = 0; % No utilization contribution
178 STC((ist-1)*K+r,state) = 0; % No throughput contribution
179 x0_build(state,1) = 0; % No initial population
180 else
181 for k=1:nphases(ist,r)
182 state = state + 1;
183 Qa(1,state) = ist;
184 if isnan(sn.rates(ist,r))
185 % Class has phases but is disabled (NaN rate) -
186 % solver_fluid_initsol skips these, so do not
187 % increment init_sol_idx
188 SQC((ist-1)*K+r,state) = 0;
189 SUC((ist-1)*K+r,state) = 0;
190 STC((ist-1)*K+r,state) = 0;
191 x0_build(state,1) = 0;
192 else
193 init_sol_idx = init_sol_idx + 1;
194 SQC((ist-1)*K+r,state) = 1;
195 SUC((ist-1)*K+r,state) = 1/S(ist);
196 STC((ist-1)*K+r,state) = sum(sn.proc{ist}{r}{2}(k,:));
197 x0_build(state,1) = options.init_sol(init_sol_idx);
198 end
199 end
200 end
201 % code to initialize all jobs at ref station
202 %if i == refstat(r)
203 % x0 = [x0; NK(r)*pie{i}{r}']; % initial probability of PH
204 %else
205 % x0 = [x0; zeros(nphases(i,r),1)];
206 %end
207 end
208end
209x0 = x0_build;
210
211% Apply keep filtering for disabled transitions (NaN in W matrix)
212Qa = Qa(keep);
213SQC = SQC(:, keep);
214SUC = SUC(:, keep);
215STC = STC(:, keep);
216x0 = x0(keep);
217
218% Save full matrices before immediate elimination for metric reconstruction
219Qa_full = Qa;
220STC_full = STC;
221imm_states_in_keep = []; % Indices of immediate states within keep-filtered space
222
223% Apply state mapping if immediate transitions were eliminated
224if ~isempty(state_map_imm)
225 % Identify eliminated (immediate) states
226 imm_states_in_keep = setdiff(1:length(Qa), state_map_imm);
227
228 Qa = Qa(state_map_imm);
229 SQC = SQC(:, state_map_imm);
230 SUC = SUC(:, state_map_imm);
231 STC = STC(:, state_map_imm);
232 x0 = x0(state_map_imm);
233
234 % Correct Alambda for arrivals directed at eliminated immediate states.
235 % From quasi-steady-state assumption (dx_I/dt = 0):
236 % lambda_red = lambda_T - Q_IT' * (Q_II')^{-1} * lambda_I
237 % where T = timed states, I = immediate states.
238 lambda_T = Alambda_pre_elim(state_map_imm);
239 lambda_I = Alambda_pre_elim(imm_states_in_keep);
240 if any(lambda_I ~= 0)
241 Q_IT = W_pre_elim(imm_states_in_keep, state_map_imm);
242 Q_II = W_pre_elim(imm_states_in_keep, imm_states_in_keep);
243 Alambda = lambda_T - Q_IT' * (Q_II' \ lambda_I);
244 else
245 Alambda = lambda_T;
246 end
247end
248
249% Build SQ matrix to compute total queue length per station in ODEs
250% SQ(s,:) sums all states at the same station as state s
251nstates = length(x0);
252SQ = zeros(nstates, nstates);
253for s = 1:nstates
254 ist = Qa(s);
255 SQ(s, Qa == ist) = 1; % Sum all states at the same station
256end
257
258% Identify Source station states (EXT scheduler)
259% For Source stations, theta should be 0.0 to effectively bypass Source in dynamics.
260% This matches the ground truth implementation where Source is excluded from state space.
261% Arrivals are injected directly into queue phases via Alambda.
262isSourceState = false(nstates, 1);
263for s = 1:nstates
264 ist = Qa(s);
265 if sn.sched(ist) == SchedStrategy.EXT
266 isSourceState(s) = true;
267 x0(s) = 0; % Initialize Source phases to 0 (no mass at Source)
268 end
269end
270
271%x0
272
273tol = options.tol;
274timespan = options.timespan;
275itermax = options.iter_max;
276odeopt = odeset('AbsTol', tol, 'RelTol', tol, 'NonNegative', 1:length(x0));
277nonZeroRates = abs(W(abs(W)>0)); nonZeroRates=nonZeroRates(:);
278if isempty(nonZeroRates)
279 trange = [timespan(1), timespan(2)];
280 if ~isfinite(trange(2))
281 trange(2) = 1;
282 end
283else
284 trange = [timespan(1),min(timespan(2),abs(10*itermax/min(nonZeroRates)))];
285end
286
287% Check if p-norm smoothing should be used (pstar parameter)
288use_pnorm = isfield(options, 'pstar') && ~isempty(options.pstar) || ...
289 (isfield(options.config, 'pstar') && ~isempty(options.config.pstar));
290
291if use_pnorm
292 % Get pstar values - expand scalar to per-station array
293 if isfield(options, 'pstar') && ~isempty(options.pstar)
294 pstar_val = options.pstar;
295 else
296 pstar_val = options.config.pstar;
297 end
298 if isscalar(pstar_val)
299 pstar_val = pstar_val * ones(M, 1);
300 end
301 % Create per-phase pstar array (pQa) using the filtered Qa mapping
302 pQa = pstar_val(Qa(:)); % Use Qa which is already filtered by keep and state_map_imm
303 Sa_pnorm = S(Qa(:)); % Column vector for pnorm_ode
304end
305
306T0 = tic;
307iters = 1;
308ode_failed = false;
309try
310 if use_pnorm
311 % p-norm smoothing ODE as per Ruuskanen et al., PEVA 151 (2021)
312 % ghat = 1 / (1 + (x/c)^p)^(1/p) where x is queue length, c is servers, p is pstar
313 % dx/dt = W^T * θ̂(x,p) + Aλ (Eq. 27 for mixed networks)
314 ode_pnorm_func = @(t,x) pnorm_ode(x, W, SQ, Sa_pnorm, pQa, Alambda, isSourceState);
315 if options.stiff
316 [t, xvec_t] = ode_solve_stiff(ode_pnorm_func, trange, x0, odeopt, options);
317 else
318 [t, xvec_t] = ode_solve(ode_pnorm_func, trange, x0, odeopt, options);
319 end
320 else
321 % Standard matrix method without smoothing
322 % dx/dt = W^T * θ(x) + Aλ (Eq. 12 for mixed networks)
323 Sa_ode = S(Qa(:)); % Column vector for element-wise operations
324 % Define theta function with special handling for Source stations
325 theta_func = @(x) compute_theta(x, SQ, Sa_ode, isSourceState);
326 if options.stiff
327 [t, xvec_t] = ode_solve_stiff(@(t,x) W'*theta_func(x) + Alambda, trange, x0, odeopt, options);
328 else
329 [t, xvec_t] = ode_solve(@(t,x) W'*theta_func(x) + Alambda, trange, x0, odeopt, options);
330 end
331 end
332catch me
333 if contains(me.identifier, 'lsoda')
334 ode_failed = true;
335 else
336 rethrow(me);
337 end
338end
339
340% On LSODA failure, retry with hide_immediate toggled (only once)
341if ode_failed
342 is_retry = isfield(options.config, 'lsoda_retry') && options.config.lsoda_retry;
343 if ~is_retry
344 options_retry = options;
345 options_retry.config.lsoda_retry = true;
346 if hide_imm_requested
347 % hide_immediate was active (auto-detected or explicit) and failed — retry without it
348 options_retry.config.hide_immediate = false;
349 else
350 % Normal solve failed — retry with hide_immediate
351 options_retry.config.hide_immediate = true;
352 end
353 [QN,UN,RN,TN,xvec_it,QNt,UNt,TNt,xvec_t,t,iters,runtime] = solver_fluid_matrix(sn, options_retry);
354 return;
355 else
356 % Both attempts failed — return empty lastSol to signal failure
357 warning('lsoda:failed', 'LSODA failed on both normal and hide_immediate attempts');
358 QN = NaN(M, K);
359 UN = NaN(M, K);
360 RN = NaN(M, K);
361 TN = NaN(M, K);
362 xvec_it = {}; % empty signals failure to caller (runAnalyzer checks isempty)
363 QNt = cell(M, K);
364 UNt = cell(M, K);
365 TNt = cell(M, K);
366 xvec_t = zeros(1, sum(nphases(:)));
367 t = 0;
368 iters = 0;
369 runtime = toc(T0);
370 return;
371 end
372end
373runtime = toc(T0);
374
375Tmax = size(xvec_t,1);
376QNtmp = cell(1,Tmax);
377UNtmp = cell(1,Tmax);
378RNtmp = cell(1,Tmax);
379TNtmp = cell(1,Tmax);
380Sa = S(Qa(:)); % Column vector for element-wise operations
381S = repmat(S,1,K)'; S=S(:);
382for j=1:Tmax
383 x = xvec_t(j,:)';
384 QNtmp{j} = zeros(K,M);
385 TNtmp{j} = zeros(K,M);
386 UNtmp{j} = zeros(K,M);
387 RNtmp{j} = zeros(K,M);
388
389 QNtmp{j}(:) = SQC*x;
390 % Use compute_theta for consistent handling of Source stations
391 theta_j = compute_theta(x, SQ, Sa, isSourceState);
392 TNtmp{j}(:) = STC*theta_j;
393 UNtmp{j}(:) = SUC*theta_j;
394 % Little's law is invalid in transient so this vector is not returned
395 % except the last element as an approximation of the actual RN
396 RNtmp{j}(:) = QNtmp{j}(:)./TNtmp{j}(:);
397
398 QNtmp{j} = QNtmp{j}';
399 UNtmp{j} = UNtmp{j}';
400 RNtmp{j} = RNtmp{j}';
401 TNtmp{j} = TNtmp{j}';
402end
403% steady state metrics
404for j=1:Tmax
405 QNtmp{j} = QNtmp{j}(:);
406 UNtmp{j} = UNtmp{j}(:);
407 RNtmp{j} = RNtmp{j}(:);
408 TNtmp{j} = TNtmp{j}(:);
409end
410
411% compute cell array with time-varying metrics for stations and classes
412QNtmp = cell2mat(QNtmp)';
413UNtmp = cell2mat(UNtmp)';
414RNtmp = cell2mat(RNtmp)';
415TNtmp = cell2mat(TNtmp)';
416QNt = cell(M,K);
417UNt = cell(M,K);
418RNt = cell(M,K);
419TNt = cell(M,K);
420for ist=1:M
421 for r=1:K
422 QNt{ist,r} = QNtmp(:,(r-1)*M+ist);
423 UNt{ist,r} = UNtmp(:,(r-1)*M+ist);
424 RNt{ist,r} = RNtmp(:,(r-1)*M+ist);
425 TNt{ist,r} = TNtmp(:,(r-1)*M+ist);
426 end
427end
428QN = reshape(QNtmp(end,:),M,K);
429UN = reshape(UNtmp(end,:),M,K);
430RN = reshape(RNtmp(end,:),M,K);
431TN = reshape(TNtmp(end,:),M,K);
432
433% Set throughput at Source stations to arrival rates for open classes
434% Source stations have theta = 0 in the ODE (to bypass Source in dynamics),
435% but their throughput should equal the external arrival rate.
436for ist=1:M
437 if sn.sched(ist) == SchedStrategy.EXT
438 for r=1:K
439 if ~isnan(sn.rates(ist, r)) && sn.rates(ist, r) > 0
440 TN(ist, r) = sn.rates(ist, r);
441 end
442 end
443 end
444end
445
446% Reconstruct throughput for eliminated immediate states using flow conservation
447if ~isempty(imm_states_in_keep)
448 % For each eliminated state, throughput = sum of incoming throughputs via routing
449 for idx = 1:length(imm_states_in_keep)
450 s = imm_states_in_keep(idx);
451 ist = Qa_full(s); % Station of this eliminated state
452 % Find which class this state belongs to
453 r = 0;
454 state_count = 0;
455 for rr = 1:K
456 state_count = state_count + nphases(ist, rr);
457 if s <= sum(Qa_full == ist & (1:length(Qa_full)) <= state_count)
458 r = rr;
459 break;
460 end
461 end
462 if r == 0
463 % Fallback: find class by examining STC_full
464 for rr = 1:K
465 if STC_full((ist-1)*K+rr, s) > 0
466 r = rr;
467 break;
468 end
469 end
470 end
471 if r > 0
472 % Compute incoming throughput using routing matrix P
473 % T(ist, r) = sum over all (j, l) of T(j, l) * P((j,l) -> (ist,r))
474 incoming_tput = 0;
475 for j = 1:M
476 for l = 1:K
477 p_jl_ir = P((j-1)*K+l, (ist-1)*K+r);
478 if p_jl_ir > 0
479 incoming_tput = incoming_tput + TN(j, l) * p_jl_ir;
480 end
481 end
482 end
483 % Also add external arrivals if this is a source station
484 if sn.sched(ist) == SchedStrategy.EXT && ~isnan(sn.rates(ist, r))
485 incoming_tput = incoming_tput + sn.rates(ist, r);
486 end
487 TN(ist, r) = incoming_tput;
488 end
489 end
490end
491
492xvec_it = {xvec_t(end,:)};
493end
494
495function dxdt = pnorm_ode(x, W, SQ, Sa, pQa, Alambda, isSourceState)
496% PNORM_ODE - ODE derivative using p-norm smoothing
497% As per Ruuskanen et al., PEVA 151 (2021)
498% dxdt = W' * (x .* ghat) + Aλ (Eq. 27)
499% where ghat = 1 / (1 + (sumXQa/Sa)^pQa)^(1/pQa)
500
501sumXQa = GlobalConstants.FineTol + SQ * x;
502ghat = zeros(size(x));
503for i = 1:length(x)
504 xVal = sumXQa(i);
505 cVal = Sa(i);
506 pVal = pQa(i);
507 if cVal > 0 && pVal > 0
508 ghatVal = 1.0 / (1 + (xVal / cVal)^pVal)^(1/pVal);
509 if isnan(ghatVal)
510 ghat(i) = 0;
511 else
512 ghat(i) = ghatVal;
513 end
514 else
515 ghat(i) = 1;
516 end
517end
518
519% Compute effective rate (x .* ghat), with special handling for Source stations
520theta_eff = x .* ghat;
521% For Source stations, override to 0.0 to bypass Source in dynamics
522% (matching ground truth where Source is excluded from state space)
523theta_eff(isSourceState) = 0.0;
524
525dxdt = W' * theta_eff + Alambda;
526end
527
528function theta = compute_theta(x, SQ, Sa, isSourceState)
529% COMPUTE_THETA - Compute theta vector for fluid ODE
530% For regular stations: theta = x./(SQ*x) .* min(Sa, SQ*x)
531% For Source stations (EXT scheduler): theta = 0.0
532% - Source is conceptually excluded from state space (matching ground truth)
533% - Arrivals are injected directly into queues via Alambda
534% - Setting theta = 0 prevents Source from contributing to W' * theta
535
536sumXQa = GlobalConstants.FineTol + SQ * x;
537theta = x ./ sumXQa .* min(Sa, sumXQa);
538
539% Override theta for Source stations
540% Source stations have theta = 0.0 to bypass Source in dynamics
541theta(isSourceState) = 0.0;
542end
Definition mmt.m:124